+76.3%
MSFU vs OVV
+42.5%
+33.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.4% | -3.9% |
| 7D | -5.7% | +0.3% | -6.0% | -5.8% |
| 30D | +4.2% | +11.7% | -7.6% | +2.0% |
| 3M | +27.9% | +9.8% | +18.1% | +25.3% |
| 6M | +37.1% | +26.6% | +10.6% | +29.7% |
| YTD | -7.4% | +67.0% | -74.4% | -17.9% |
| 1Y | -19.6% | +55.9% | -75.5% | -28.0% |
| 3Y | +33.2% | +45.5% | -12.3% | +16.6% |
| All | +76.3% | +42.5% | +33.8% | +56.0% |
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