+25.1%
ODFL vs MSI
-2.6%
+27.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -3.0% | -4.0% | +1.0% | -2.6% |
| 30D | -14.3% | -0.5% | -13.8% | -14.3% |
| 3M | -26.7% | +11.4% | -38.1% | -28.2% |
| 6M | -7.5% | +1.0% | -8.5% | -7.4% |
| YTD | +16.5% | +20.7% | -4.1% | +12.9% |
| All | +25.1% | -2.6% | +27.8% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling