+28.0%
ODFL vs MSI
+100.4%
-72.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +0.2% | -5.8% | +5.9% | +2.9% |
| 30D | -13.4% | -1.0% | -12.5% | -13.2% |
| 3M | -24.2% | +14.2% | -38.3% | -29.5% |
| 6M | -3.3% | +1.0% | -4.4% | -4.9% |
| YTD | +19.8% | +21.5% | -1.7% | +6.2% |
| 1Y | +24.5% | -2.1% | +26.7% | +24.2% |
| 3Y | -9.6% | +69.3% | -79.0% | -39.2% |
| 5Y | +28.0% | +99.3% | -71.3% | -25.1% |
| All | +28.0% | +100.4% | -72.4% | -25.1% |
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