+32,736.2%
ODFL vs MAS
+1,739.0%
+30,997.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.7% | -1.1% |
| 7D | +3.5% | +14.2% | -10.7% | -1.6% |
| 30D | 0.0% | +26.8% | -26.8% | -8.6% |
| 3M | -18.1% | +13.1% | -31.2% | -22.0% |
| 6M | -6.4% | +27.9% | -34.3% | -15.4% |
| YTD | +14.9% | +38.7% | -23.8% | +0.5% |
| 1Y | +27.7% | +40.4% | -12.7% | +11.2% |
| 3Y | -6.9% | +66.1% | -73.0% | -23.3% |
| 5Y | +3.6% | +47.4% | -43.8% | -11.2% |
| 10Y | +669.7% | +238.3% | +431.4% | +393.4% |
| All | +32,736.2% | +1,739.0% | +30,997.2% | +11,242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling