-93.4%
MSTU vs OVV
+57.1%
-150.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.6% |
| 7D | +16.1% | -3.7% | +19.9% | +16.4% |
| 30D | +68.7% | +8.0% | +60.7% | +67.1% |
| 3M | -11.0% | +11.3% | -22.3% | -13.5% |
| 6M | -33.4% | +24.0% | -57.4% | -41.5% |
| YTD | -59.5% | +65.3% | -124.8% | -70.1% |
| 1Y | -93.4% | +60.2% | -153.5% | -95.2% |
| All | -93.4% | +57.1% | -150.5% | -95.2% |
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 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