-10.2%
ODFL vs MSTU
-92.2%
+82.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +1.9% |
| 7D | +5.8% | -25.8% | +31.6% | +7.2% |
| 30D | -5.3% | -43.9% | +38.5% | -3.3% |
| 3M | -19.0% | +2.9% | -21.9% | -20.5% |
| 6M | -7.5% | -75.5% | +68.0% | -3.7% |
| YTD | +11.8% | -76.7% | +88.5% | +13.7% |
| 1Y | +29.7% | -88.9% | +118.6% | +36.9% |
| All | -10.2% | -92.2% | +82.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling