+68.3%
OVV vs MSTZ
-99.2%
+167.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.2% | -0.7% |
| 7D | -3.7% | -25.4% | +21.6% | -4.4% |
| 30D | +8.0% | -60.9% | +68.9% | +5.2% |
| 3M | +11.3% | -54.2% | +65.4% | +10.1% |
| 6M | +24.0% | -65.0% | +89.0% | +22.1% |
| YTD | +65.3% | -76.5% | +141.8% | +63.4% |
| 1Y | +60.2% | -23.4% | +83.5% | +71.8% |
| All | +68.3% | -99.2% | +167.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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