+1,344.5%
MSI vs OVV
+146.7%
+1,197.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | +4.7% | -16.7% | +21.3% | +7.8% |
| 30D | +14.8% | -1.5% | +16.3% | +14.9% |
| 3M | +8.8% | +1.6% | +7.2% | +8.2% |
| 6M | +19.3% | +2.0% | +17.3% | +18.2% |
| YTD | +35.3% | +56.8% | -21.5% | +24.0% |
| 1Y | +33.8% | +64.8% | -31.1% | +21.3% |
| 3Y | +74.4% | +38.3% | +36.2% | +59.2% |
| 5Y | +120.5% | +84.9% | +35.6% | +82.4% |
| 10Y | +685.2% | +54.5% | +630.7% | +421.6% |
| All | +1,344.5% | +146.7% | +1,197.8% | +474.3% |
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