-90.1%
MSTU vs OVV
+61.3%
-151.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.8% | -9.1% | -7.0% |
| 7D | -21.7% | -7.3% | -14.5% | -22.7% |
| 30D | -42.8% | -3.6% | -39.2% | -43.4% |
| 3M | +21.4% | -2.6% | +24.1% | +19.9% |
| 6M | -74.1% | +7.6% | -81.7% | -74.9% |
| YTD | -72.4% | +59.6% | -132.0% | -81.2% |
| 1Y | -90.1% | +62.2% | -152.3% | -93.3% |
| All | -90.1% | +61.3% | -151.4% | -93.3% |
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