+33,922.4%
ODFL vs MSI
+3,567.4%
+30,355.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -6.3% | -3.7% | -2.6% | -5.5% |
| 30D | -13.6% | +6.8% | -20.4% | -15.1% |
| 3M | -24.2% | +14.3% | -38.5% | -26.7% |
| 6M | -13.8% | -1.6% | -12.2% | -13.9% |
| YTD | +19.0% | +22.8% | -3.8% | +12.8% |
| 1Y | +25.7% | -1.1% | +26.8% | +25.0% |
| 3Y | -13.1% | +70.5% | -83.6% | -24.0% |
| 5Y | +26.7% | +102.8% | -76.1% | +6.8% |
| 10Y | +721.5% | +597.4% | +124.1% | +433.6% |
| All | +33,922.4% | +3,567.4% | +30,355.0% | +14,549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling