-4.3%
ODFL vs MSTZ
-99.3%
+94.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | +0.2% |
| 7D | -6.3% | -29.7% | +23.4% | -7.3% |
| 30D | -13.6% | -65.3% | +51.7% | -16.8% |
| 3M | -24.2% | -57.3% | +33.2% | -25.4% |
| 6M | -13.8% | -61.6% | +47.9% | -14.7% |
| YTD | +19.0% | -78.3% | +97.3% | +17.3% |
| 1Y | +25.7% | -30.2% | +55.9% | +34.2% |
| All | -4.3% | -99.3% | +94.9% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling