+92.3%
MA vs OVV
+84.0%
+8.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.3% | -16.7% | +19.0% | +4.7% |
| 30D | +14.7% | -1.5% | +16.2% | +14.6% |
| 3M | +13.5% | +1.6% | +11.9% | +12.9% |
| 6M | +33.1% | +2.0% | +31.1% | +31.9% |
| YTD | +15.1% | +56.8% | -41.7% | +6.3% |
| 1Y | +18.7% | +64.8% | -46.1% | +8.6% |
| 3Y | +72.1% | +38.3% | +33.8% | +58.1% |
| All | +92.3% | +84.0% | +8.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 5y: compounded portfolio wealth divided by compounded OVV 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…
5y analysis · Full analysis span regression · 6 months rolling