-0.1%
ODFL vs MSI
+125.1%
-125.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -5.4% | +7.4% | -12.8% | -8.6% |
| 30D | -7.7% | +18.7% | -26.4% | -14.9% |
| 3M | -20.8% | +14.5% | -35.3% | -26.0% |
| 6M | -15.0% | +38.1% | -53.2% | -28.3% |
| YTD | +7.6% | +38.7% | -31.1% | -10.6% |
| 1Y | +22.7% | +35.4% | -12.7% | +3.3% |
| 3Y | -12.9% | +75.1% | -88.0% | -41.2% |
| 5Y | -0.1% | +126.4% | -126.5% | -45.5% |
| All | -0.1% | +125.1% | -125.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling