+180.5%
MSTR vs OVV
+34.1%
+146.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -1.2% | -16.7% | +15.5% | +4.3% |
| 30D | -15.9% | -1.5% | -14.4% | -16.3% |
| 3M | +33.1% | +1.6% | +31.6% | +30.2% |
| 6M | -31.0% | +2.0% | -33.0% | -33.2% |
| YTD | -15.1% | +56.8% | -72.0% | -34.0% |
| 1Y | -45.6% | +64.8% | -110.5% | -59.0% |
| 3Y | +180.5% | +38.3% | +142.2% | +125.0% |
| All | +180.5% | +34.1% | +146.4% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling