-90.8%
MSTU vs OVV
+68.1%
-158.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.3% |
| 7D | -27.7% | +1.2% | -29.0% | -28.0% |
| 30D | -40.3% | -2.5% | -37.7% | -40.6% |
| 3M | +26.4% | +0.5% | +25.9% | +22.2% |
| 6M | -75.7% | +8.5% | -84.2% | -78.3% |
| YTD | -71.9% | +64.5% | -136.3% | -83.2% |
| 1Y | -89.3% | +64.7% | -154.0% | -93.7% |
| All | -90.8% | +68.1% | -158.9% | -94.8% |
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