+72.5%
OVV vs MSTZ
-99.2%
+171.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | +0.9% |
| 7D | +8.0% | +30.8% | -22.7% | +8.9% |
| 30D | -2.0% | +41.2% | -43.2% | -0.8% |
| 3M | +5.4% | -60.9% | +66.3% | +3.1% |
| 6M | +14.3% | -15.7% | +29.9% | +17.0% |
| YTD | +69.4% | -75.2% | +144.6% | +68.5% |
| 1Y | +72.4% | -59.8% | +132.2% | +77.1% |
| All | +72.5% | -99.2% | +171.7% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling