+161.8%
MS vs OVV
+35.0%
+126.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.1% | -5.3% |
| 7D | -3.4% | -14.9% | +11.5% | -0.2% |
| 30D | -3.9% | -0.9% | -3.0% | -4.2% |
| 3M | -15.9% | +5.6% | -21.5% | -17.8% |
| 6M | -2.5% | -2.5% | 0.0% | -3.2% |
| YTD | +5.1% | +57.8% | -52.7% | -11.5% |
| 1Y | +13.0% | +70.1% | -57.1% | -7.7% |
| All | +161.8% | +35.0% | +126.9% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling