+736.9%
MSTR vs OVV
+63.7%
+673.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +12.2% | +0.3% | +11.9% | +12.0% |
| 30D | +45.2% | +11.7% | +33.4% | +41.5% |
| 3M | +10.4% | +9.8% | +0.6% | +7.6% |
| 6M | -2.5% | +26.6% | -29.0% | -8.5% |
| YTD | -6.0% | +67.0% | -73.0% | -17.0% |
| 1Y | -56.4% | +55.9% | -112.3% | -61.1% |
| 3Y | +306.3% | +45.5% | +260.8% | +263.4% |
| 5Y | +100.5% | +157.3% | -56.9% | +64.7% |
| All | +736.9% | +63.7% | +673.2% | +520.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling