+83.1%
MKSI vs OVV
+149.9%
-66.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +4.9% | -2.9% | +7.8% | +5.9% |
| 30D | -11.0% | +0.9% | -11.8% | -11.3% |
| 3M | -17.1% | +11.0% | -28.1% | -20.8% |
| 6M | +16.4% | +22.3% | -5.9% | +5.9% |
| YTD | +64.3% | +65.1% | -0.8% | +32.3% |
| 1Y | +137.7% | +53.1% | +84.6% | +96.0% |
| 3Y | +189.1% | +46.7% | +142.4% | +136.6% |
| 5Y | +83.1% | +155.5% | -72.4% | +30.2% |
| All | +83.1% | +149.9% | -66.8% | +30.2% |
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