+565.2%
MS vs OVV
+148.3%
+416.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.1% | -5.0% |
| 7D | -3.4% | -14.9% | +11.5% | +1.5% |
| 30D | -3.9% | -0.9% | -3.0% | -4.1% |
| 3M | -15.9% | +5.6% | -21.5% | -18.2% |
| 6M | -2.5% | -2.5% | 0.0% | -3.4% |
| YTD | +5.1% | +57.8% | -52.7% | -12.2% |
| 1Y | +13.0% | +70.1% | -57.1% | -8.2% |
| 3Y | +160.7% | +35.1% | +125.5% | +121.6% |
| 5Y | +114.0% | +86.1% | +28.0% | +49.8% |
| 10Y | +637.5% | +55.5% | +581.9% | +256.6% |
| All | +565.2% | +148.3% | +416.9% | +140.3% |
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