+7.6%
MOS vs OVV
+50.1%
-42.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | +21.6% | -16.7% | +38.2% | +28.9% |
| 30D | +12.0% | -1.5% | +13.5% | +11.6% |
| 3M | -3.9% | +1.6% | -5.5% | -5.4% |
| 6M | -3.3% | +2.0% | -5.4% | -6.0% |
| YTD | -4.6% | +56.8% | -61.5% | -21.2% |
| 1Y | -7.0% | +64.8% | -71.8% | -24.7% |
| 3Y | -24.4% | +38.3% | -62.7% | -36.9% |
| 5Y | -32.1% | +84.9% | -117.0% | -50.5% |
| All | +7.6% | +50.1% | -42.4% | -45.0% |
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