+889.0%
MSFT vs OVV
+50.1%
+838.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +1.7% | -16.7% | +18.3% | +3.7% |
| 30D | +0.2% | -1.5% | +1.7% | +0.2% |
| 3M | +6.4% | +1.6% | +4.8% | +5.9% |
| 6M | +28.7% | +2.0% | +26.7% | +27.9% |
| YTD | +10.4% | +56.8% | -46.4% | +4.0% |
| 1Y | +7.6% | +64.8% | -57.2% | +0.6% |
| 3Y | +52.3% | +38.3% | +14.0% | +43.1% |
| 5Y | +64.5% | +84.9% | -20.4% | +45.8% |
| All | +889.0% | +50.1% | +838.9% | +652.6% |
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