+7.5%
MOS vs OVV
+51.1%
-43.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +4.3% |
| 7D | +22.5% | -14.9% | +37.4% | +28.9% |
| 30D | +6.6% | -0.9% | +7.6% | +6.1% |
| 3M | -3.8% | +5.6% | -9.4% | -6.7% |
| 6M | -2.2% | -2.5% | +0.3% | -3.5% |
| YTD | -4.8% | +57.8% | -62.6% | -21.5% |
| 1Y | -11.7% | +70.1% | -81.8% | -29.3% |
| 3Y | -26.5% | +35.1% | -61.7% | -38.2% |
| 5Y | -32.2% | +86.1% | -118.3% | -50.7% |
| All | +7.5% | +51.1% | -43.6% | -45.2% |
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 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