-87.2%
MSTU vs OVV
+75.2%
-162.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -5.6% | +15.9% | +9.2% |
| 7D | -4.8% | -12.1% | +7.3% | -6.8% |
| 30D | -29.6% | +2.9% | -32.4% | -29.8% |
| 3M | +69.4% | +3.7% | +65.7% | +68.1% |
| 6M | -62.2% | +0.6% | -62.9% | -62.6% |
| YTD | -61.1% | +62.5% | -123.5% | -71.9% |
| 1Y | -87.2% | +72.0% | -159.2% | -91.3% |
| All | -87.2% | +75.2% | -162.3% | -91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling