+190.0%
MAGS vs OVV
+67.0%
+123.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +1.3% | -10.7% | +12.1% | +2.7% |
| 30D | -6.3% | -5.3% | -1.1% | -5.9% |
| 3M | -0.1% | +2.4% | -2.5% | -0.8% |
| 6M | -0.8% | +5.7% | -6.4% | -2.2% |
| YTD | +4.7% | +56.8% | -52.0% | -5.2% |
| 1Y | +6.8% | +59.3% | -52.5% | -3.9% |
| 3Y | +128.9% | +49.0% | +79.9% | +102.8% |
| All | +190.0% | +67.0% | +123.0% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling