+2,777.4%
MSFT vs OVV
+162.8%
+2,614.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +2.7% | +11.7% | -9.0% | +0.9% |
| 3M | +17.0% | +9.8% | +7.2% | +15.0% |
| 6M | +23.8% | +26.6% | -2.7% | +18.7% |
| YTD | +4.0% | +67.0% | -63.0% | -4.7% |
| 1Y | -0.8% | +55.9% | -56.7% | -8.5% |
| 3Y | +55.6% | +45.5% | +10.1% | +42.1% |
| 5Y | +72.9% | +157.3% | -84.4% | +38.6% |
| 10Y | +875.8% | +65.0% | +810.8% | +566.1% |
| All | +2,777.4% | +162.8% | +2,614.6% | +1,231.2% |
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