-32.8%
MOS vs OVV
+84.0%
-116.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | +21.6% | -16.7% | +38.2% | +30.1% |
| 30D | +12.0% | -1.5% | +13.5% | +11.4% |
| 3M | -3.9% | +1.6% | -5.5% | -5.9% |
| 6M | -3.3% | +2.0% | -5.4% | -6.7% |
| YTD | -4.6% | +56.8% | -61.5% | -25.0% |
| 1Y | -7.0% | +64.8% | -71.8% | -28.6% |
| 3Y | -24.4% | +38.3% | -62.7% | -40.2% |
| All | -32.8% | +84.0% | -116.8% | -57.0% |
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 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