+33,922.3%
ODFL vs MOS
+57.7%
+33,864.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -6.3% | +9.5% | -15.8% | -8.1% |
| 30D | -13.6% | +10.4% | -24.0% | -15.5% |
| 3M | -24.2% | +12.9% | -37.1% | -26.5% |
| 6M | -13.8% | +1.2% | -15.0% | -15.4% |
| YTD | +19.0% | +9.3% | +9.7% | +14.8% |
| 1Y | +25.7% | -18.0% | +43.7% | +28.1% |
| 3Y | -13.1% | -29.0% | +15.9% | -10.8% |
| 5Y | +26.7% | -9.6% | +36.2% | +19.0% |
| 10Y | +721.5% | +6.1% | +715.4% | +582.1% |
| All | +33,922.3% | +57.7% | +33,864.7% | +23,158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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