+191.5%
MAGS vs OVV
+77.9%
+113.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | +1.5% | +11.7% | -10.2% | -0.1% |
| 3M | +0.5% | +9.8% | -9.3% | -1.0% |
| 6M | +11.6% | +26.6% | -15.0% | +6.5% |
| YTD | +5.3% | +67.0% | -61.7% | -5.2% |
| 1Y | +14.9% | +55.9% | -41.0% | +4.6% |
| 3Y | +128.9% | +45.5% | +83.4% | +101.7% |
| All | +191.5% | +77.9% | +113.6% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling