-85.6%
MSTU vs OVV
+70.7%
-156.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.1% |
| 7D | +21.3% | +0.3% | +21.1% | +20.7% |
| 30D | +90.8% | +11.7% | +79.1% | +76.2% |
| 3M | -6.8% | +9.8% | -16.6% | -14.3% |
| 6M | -39.8% | +26.6% | -66.4% | -53.4% |
| YTD | -55.7% | +67.0% | -122.7% | -73.1% |
| 1Y | -92.7% | +55.9% | -148.6% | -95.4% |
| All | -85.6% | +70.7% | -156.3% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling