-7.5%
ODFL vs MSTZ
-99.1%
+91.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | -0.6% |
| 7D | -3.3% | +17.0% | -20.3% | -2.6% |
| 30D | -15.3% | -61.8% | +46.5% | -18.1% |
| 3M | -27.3% | -54.6% | +27.3% | -28.4% |
| 6M | -4.5% | -59.3% | +54.8% | -5.4% |
| YTD | +15.1% | -74.6% | +89.7% | +14.3% |
| 1Y | +21.1% | -18.8% | +39.9% | +30.2% |
| All | -7.5% | -99.1% | +91.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling