+31,848.5%
ODFL vs MSI
+4,072.9%
+27,775.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.8% | +3.2% | +2.6% | +5.1% |
| 30D | -5.3% | +17.6% | -22.9% | -8.8% |
| 3M | -19.0% | +14.5% | -33.5% | -21.6% |
| 6M | -7.5% | +34.3% | -41.7% | -13.9% |
| YTD | +11.8% | +39.7% | -27.9% | +2.8% |
| 1Y | +29.7% | +40.2% | -10.5% | +19.1% |
| 3Y | -9.1% | +77.1% | -86.3% | -21.3% |
| 5Y | +0.2% | +124.0% | -123.8% | -17.5% |
| 10Y | +566.3% | +665.5% | -99.2% | +323.0% |
| All | +31,848.5% | +4,072.9% | +27,775.5% | +13,246.5% |
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 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