-92.7%
MSTU vs OVV
+61.5%
-154.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -3.1% |
| 7D | +21.3% | +0.3% | +21.1% | +21.1% |
| 30D | +90.8% | +11.7% | +79.1% | +88.7% |
| 3M | -6.8% | +9.8% | -16.6% | -8.5% |
| 6M | -39.8% | +26.6% | -66.4% | -47.0% |
| YTD | -55.7% | +67.0% | -122.7% | -66.4% |
| 1Y | -92.7% | +55.9% | -148.6% | -94.7% |
| All | -92.7% | +61.5% | -154.2% | -94.7% |
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