-92.4%
MSTU vs OVV
+73.1%
-165.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.4% |
| 7D | -25.8% | +8.0% | -33.9% | -28.9% |
| 30D | -43.9% | -2.0% | -41.8% | -44.3% |
| 3M | +2.9% | +5.4% | -2.5% | -3.3% |
| 6M | -75.5% | +14.3% | -89.8% | -78.9% |
| YTD | -76.7% | +69.4% | -146.2% | -86.4% |
| 1Y | -88.9% | +72.4% | -161.3% | -93.7% |
| All | -92.4% | +73.1% | -165.6% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling