+29.7%
ODFL vs MSTU
-90.4%
+120.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +1.8% |
| 7D | +5.8% | -25.8% | +31.6% | +6.7% |
| 30D | -5.3% | -43.9% | +38.5% | -4.0% |
| 3M | -19.0% | +2.9% | -21.9% | -19.7% |
| 6M | -7.5% | -75.5% | +68.0% | -4.1% |
| YTD | +11.8% | -76.7% | +88.5% | +13.5% |
| 1Y | +29.7% | -88.9% | +118.6% | +34.5% |
| All | +29.7% | -90.4% | +120.1% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling