-12.9%
ODFL vs MSI
+76.3%
-89.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -5.4% | +7.4% | -12.8% | -7.0% |
| 30D | -7.7% | +18.7% | -26.4% | -11.5% |
| 3M | -20.8% | +14.5% | -35.3% | -23.5% |
| 6M | -15.0% | +38.1% | -53.2% | -22.5% |
| YTD | +7.6% | +38.7% | -31.1% | -2.6% |
| 1Y | +22.7% | +35.4% | -12.7% | +12.0% |
| 3Y | -12.9% | +75.1% | -88.0% | -38.5% |
| All | -12.9% | +76.3% | -89.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling