+22.7%
ODFL vs MAS
+39.0%
-16.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | -5.4% | +3.6% | -9.0% | -6.9% |
| 30D | -7.7% | +23.8% | -31.5% | -16.2% |
| 3M | -20.8% | +14.4% | -35.3% | -25.6% |
| 6M | -15.0% | +19.7% | -34.8% | -23.3% |
| YTD | +7.6% | +36.0% | -28.3% | -13.7% |
| 1Y | +22.7% | +40.4% | -17.6% | -5.0% |
| All | +22.7% | +39.0% | -16.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling