-14.8%
ODFL vs MAS
+58.1%
-72.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.2% |
| 7D | -4.4% | +2.0% | -6.4% | -5.6% |
| 30D | -6.1% | +19.4% | -25.5% | -16.0% |
| 3M | -21.9% | +9.4% | -31.3% | -26.5% |
| 6M | -17.6% | +15.3% | -32.9% | -26.3% |
| YTD | +5.6% | +31.3% | -25.7% | -15.2% |
| 1Y | +20.5% | +34.9% | -14.3% | -5.2% |
| 3Y | -14.8% | +58.6% | -73.4% | -36.9% |
| All | -14.8% | +58.1% | -72.9% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling