+95.0%
MSFU vs OVV
+36.2%
+58.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.2% | -4.6% |
| 7D | +4.0% | -7.3% | +11.3% | +5.2% |
| 30D | -2.3% | -3.6% | +1.2% | -1.9% |
| 3M | +7.1% | -2.6% | +9.7% | +7.2% |
| 6M | +48.9% | +7.6% | +41.3% | +45.8% |
| YTD | +2.4% | +59.6% | -57.2% | -8.7% |
| 1Y | -8.1% | +62.2% | -70.3% | -18.8% |
| 3Y | +25.2% | +49.6% | -24.4% | +8.8% |
| All | +95.0% | +36.2% | +58.8% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling