+607.1%
MS vs OVV
+50.1%
+557.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.6% | -16.7% | +15.1% | +2.5% |
| 30D | -3.8% | -1.5% | -2.3% | -3.8% |
| 3M | -14.6% | +1.6% | -16.2% | -15.5% |
| 6M | -5.1% | +2.0% | -7.1% | -6.6% |
| YTD | +4.5% | +56.8% | -52.3% | -8.0% |
| 1Y | +13.5% | +64.8% | -51.3% | -1.5% |
| 3Y | +160.4% | +38.3% | +122.1% | +130.9% |
| 5Y | +112.9% | +84.9% | +28.0% | +67.4% |
| All | +607.1% | +50.1% | +557.0% | +311.5% |
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