-6.3%
ODFL vs MSTZ
-99.2%
+92.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -2.5% |
| 7D | -3.0% | -23.6% | +20.5% | -3.8% |
| 30D | -14.3% | -60.7% | +46.5% | -17.0% |
| 3M | -26.7% | -58.3% | +31.5% | -28.1% |
| 6M | -7.5% | -60.0% | +52.5% | -8.4% |
| YTD | +16.5% | -75.2% | +91.8% | +15.5% |
| 1Y | +23.5% | -19.9% | +43.4% | +32.7% |
| All | -6.3% | -99.2% | +92.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling