+11.5%
ODFL vs MAGS
+188.2%
-176.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | -6.3% | +0.5% | -6.8% | -6.5% |
| 30D | -13.6% | +1.5% | -15.1% | -14.2% |
| 3M | -24.2% | +0.5% | -24.6% | -24.5% |
| 6M | -13.8% | +11.6% | -25.4% | -18.4% |
| YTD | +19.0% | +5.3% | +13.8% | +15.5% |
| 1Y | +25.7% | +14.9% | +10.8% | +16.6% |
| 3Y | -13.1% | +128.9% | -142.0% | -41.5% |
| All | +11.5% | +188.2% | -176.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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