-10.7%
ODFL vs MAS
+29.0%
-39.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -1.0% |
| 7D | -6.3% | -0.8% | -5.5% | -5.8% |
| 30D | -13.6% | -5.6% | -8.0% | -10.7% |
| 3M | -24.2% | +4.4% | -28.6% | -27.6% |
| 6M | -13.8% | +7.2% | -21.0% | -19.6% |
| YTD | +19.0% | +16.1% | +2.9% | +4.0% |
| 1Y | +25.7% | +0.1% | +25.6% | +21.6% |
| All | -10.7% | +29.0% | -39.7% | -24.8% |
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