+164.2%
OVV vs MAS
+530.4%
-366.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.6% | -11.3% | -7.7% |
| 7D | -12.1% | +14.2% | -26.3% | -16.6% |
| 30D | +2.9% | +26.8% | -23.9% | -6.3% |
| 3M | +3.7% | +13.1% | -9.4% | -1.9% |
| 6M | +0.6% | +27.9% | -27.3% | -10.8% |
| YTD | +62.5% | +38.7% | +23.8% | +37.3% |
| 1Y | +72.0% | +40.4% | +31.6% | +44.4% |
| 3Y | +39.1% | +66.1% | -27.0% | +7.4% |
| 5Y | +98.5% | +47.4% | +51.0% | +56.8% |
| 10Y | +60.1% | +238.3% | -178.3% | -1.9% |
| All | +164.2% | +530.4% | -366.2% | +1.5% |
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