+2,955.4%
MSFT vs OVV
+146.7%
+2,808.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +1.7% | -16.7% | +18.3% | +4.4% |
| 30D | +0.2% | -1.5% | +1.7% | +0.2% |
| 3M | +6.4% | +1.6% | +4.8% | +5.8% |
| 6M | +28.7% | +2.0% | +26.7% | +27.5% |
| YTD | +10.4% | +56.8% | -46.4% | +1.9% |
| 1Y | +7.6% | +64.8% | -57.2% | -1.7% |
| 3Y | +52.3% | +38.3% | +14.0% | +40.1% |
| 5Y | +64.5% | +84.9% | -20.4% | +39.0% |
| 10Y | +917.8% | +54.5% | +863.3% | +604.0% |
| All | +2,955.4% | +146.7% | +2,808.7% | +1,323.5% |
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 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