+116.3%
MOS vs OVV
+155.6%
-39.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -5.6% | +23.0% | +19.7% |
| 7D | +17.9% | -12.1% | +30.1% | +23.7% |
| 30D | +1.6% | +2.9% | -1.3% | -0.5% |
| 3M | -4.0% | +3.7% | -7.7% | -6.7% |
| 6M | -4.1% | +0.6% | -4.7% | -6.8% |
| YTD | -7.8% | +62.5% | -70.3% | -27.3% |
| 1Y | -15.6% | +72.0% | -87.6% | -35.2% |
| 3Y | -28.9% | +39.1% | -68.0% | -42.8% |
| 5Y | -36.8% | +98.5% | -135.3% | -58.5% |
| 10Y | +6.7% | +60.1% | -53.4% | -51.7% |
| All | +116.3% | +155.6% | -39.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling