+60.1%
OVV vs MAS
+241.3%
-181.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.6% | -11.3% | -8.1% |
| 7D | -12.1% | +14.2% | -26.3% | -17.6% |
| 30D | +2.9% | +26.8% | -23.9% | -8.3% |
| 3M | +3.7% | +13.1% | -9.4% | -3.2% |
| 6M | +0.6% | +27.9% | -27.3% | -13.9% |
| YTD | +62.5% | +38.7% | +23.8% | +29.7% |
| 1Y | +72.0% | +40.4% | +31.6% | +35.9% |
| 3Y | +39.1% | +66.1% | -27.0% | -4.8% |
| 5Y | +98.5% | +47.4% | +51.0% | +40.9% |
| 10Y | +60.1% | +238.3% | -178.3% | -18.8% |
| All | +60.1% | +241.3% | -181.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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