+513.2%
MA vs DVA
+186.3%
+326.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -3.5% | +2.0% | -5.5% | -3.9% |
| 30D | +0.8% | -0.4% | +1.1% | +0.8% |
| 3M | +14.8% | -7.7% | +22.4% | +16.0% |
| 6M | +10.0% | +20.0% | -10.0% | +4.3% |
| YTD | -0.1% | +61.1% | -61.2% | -12.0% |
| 1Y | -2.2% | +33.9% | -36.1% | -10.2% |
| 3Y | +39.3% | +91.5% | -52.3% | +13.6% |
| 5Y | +66.3% | +41.8% | +24.6% | +43.5% |
| 10Y | +513.2% | +187.5% | +325.7% | +330.9% |
| All | +513.2% | +186.3% | +326.9% | +330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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