-3.5%
MSFU vs OVV
+75.2%
-78.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -5.6% | +19.1% | +12.4% |
| 7D | +8.2% | -12.1% | +20.3% | +6.2% |
| 30D | +10.2% | +2.9% | +7.3% | +11.2% |
| 3M | +22.9% | +3.7% | +19.2% | +24.2% |
| 6M | +63.2% | +0.6% | +62.6% | +64.2% |
| YTD | +11.7% | +62.5% | -50.7% | +28.7% |
| 1Y | -3.5% | +72.0% | -75.5% | +11.7% |
| All | -3.5% | +75.2% | -78.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling