+49.1%
OVV vs MAS
+219.8%
-170.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -1.3% |
| 7D | -14.9% | +4.6% | -19.4% | -16.9% |
| 30D | -0.9% | +19.9% | -20.8% | -9.4% |
| 3M | +5.6% | +8.9% | -3.3% | +0.3% |
| 6M | -2.5% | +20.2% | -22.6% | -13.9% |
| YTD | +57.8% | +33.9% | +23.9% | +28.0% |
| 1Y | +70.1% | +34.7% | +35.4% | +37.0% |
| 3Y | +35.1% | +60.4% | -25.2% | -6.0% |
| 5Y | +86.1% | +43.5% | +42.6% | +33.5% |
| All | +49.1% | +219.8% | -170.7% | -22.3% |
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