+171.6%
OVV vs MAS
+427.9%
-256.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.4% |
| 7D | +0.3% | -0.8% | +1.0% | +0.5% |
| 30D | +11.7% | -5.6% | +17.3% | +13.7% |
| 3M | +9.8% | +4.4% | +5.4% | +6.0% |
| 6M | +26.6% | +7.2% | +19.4% | +19.2% |
| YTD | +67.0% | +16.1% | +50.9% | +51.7% |
| 1Y | +55.9% | +0.1% | +55.8% | +49.3% |
| 3Y | +45.5% | +28.3% | +17.2% | +24.2% |
| 5Y | +157.3% | +30.5% | +126.9% | +113.4% |
| 10Y | +65.0% | +139.1% | -74.1% | +14.6% |
| All | +171.6% | +427.9% | -256.3% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling