-9.6%
MOS vs OVV
+160.2%
-169.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +2.1% |
| 7D | +9.5% | +0.3% | +9.3% | +9.4% |
| 30D | +10.4% | +11.7% | -1.3% | +5.3% |
| 3M | +12.9% | +9.8% | +3.1% | +7.4% |
| 6M | +1.2% | +26.6% | -25.3% | -10.7% |
| YTD | +9.3% | +67.0% | -57.7% | -15.1% |
| 1Y | -18.0% | +55.9% | -73.9% | -34.6% |
| 3Y | -29.0% | +45.5% | -74.5% | -44.3% |
| All | -9.6% | +160.2% | -169.8% | -50.4% |
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