+30,087.6%
ODFL vs MOS
+37.5%
+30,050.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -4.4% | +21.6% | -26.0% | -8.5% |
| 30D | -6.1% | +12.0% | -18.1% | -8.6% |
| 3M | -21.9% | -3.9% | -18.0% | -21.8% |
| 6M | -17.6% | -3.3% | -14.2% | -18.1% |
| YTD | +5.6% | -4.6% | +10.3% | +4.2% |
| 1Y | +20.5% | -7.0% | +27.5% | +19.2% |
| 3Y | -14.8% | -24.4% | +9.6% | -14.0% |
| 5Y | -3.0% | -32.1% | +29.1% | -3.4% |
| 10Y | +607.6% | +10.3% | +597.3% | +480.5% |
| All | +30,087.6% | +37.5% | +30,050.0% | +21,002.3% |
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