+183.5%
MAGS vs OVV
+67.1%
+116.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | -1.4% | -16.7% | +15.3% | +0.8% |
| 30D | -8.4% | -1.5% | -6.9% | -8.4% |
| 3M | -1.5% | +1.6% | -3.1% | -2.1% |
| 6M | -1.4% | +2.0% | -3.4% | -2.2% |
| YTD | +2.4% | +56.8% | -54.4% | -7.3% |
| 1Y | +3.5% | +64.8% | -61.3% | -7.5% |
| 3Y | +125.3% | +38.3% | +87.0% | +99.4% |
| All | +183.5% | +67.1% | +116.4% | +155.1% |
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