-6.3%
ODFL vs MSTU
-87.2%
+80.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -2.5% |
| 7D | -3.0% | +12.9% | -15.9% | -3.8% |
| 30D | -14.3% | +68.3% | -82.6% | -16.9% |
| 3M | -26.7% | +0.4% | -27.1% | -27.8% |
| 6M | -7.5% | -41.5% | +34.0% | -7.6% |
| YTD | +16.5% | -61.7% | +78.2% | +17.0% |
| 1Y | +23.5% | -93.7% | +117.2% | +35.9% |
| All | -6.3% | -87.2% | +80.9% | -12.2% |
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