+689.0%
MS vs OVV
+162.8%
+526.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -0.3% | +11.7% | -12.0% | -4.0% |
| 3M | +0.3% | +9.8% | -9.5% | -3.5% |
| 6M | +31.3% | +26.6% | +4.8% | +19.5% |
| YTD | +24.7% | +67.0% | -42.4% | +3.0% |
| 1Y | +47.9% | +55.9% | -8.0% | +24.2% |
| 3Y | +178.3% | +45.5% | +132.8% | +131.8% |
| 5Y | +144.9% | +157.3% | -12.5% | +54.0% |
| 10Y | +804.5% | +65.0% | +739.5% | +326.3% |
| All | +689.0% | +162.8% | +526.3% | +181.8% |
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