+569.6%
MA vs DVA
+206.9%
+362.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | -1.8% | -4.8% | +3.0% | -0.8% |
| 30D | +11.0% | +0.9% | +10.1% | +10.7% |
| 3M | +17.9% | +2.9% | +15.0% | +16.9% |
| 6M | +33.2% | -7.8% | +40.9% | +34.2% |
| YTD | +16.5% | +61.5% | -45.0% | +2.1% |
| 1Y | +19.1% | +50.1% | -31.0% | +6.2% |
| 3Y | +70.6% | +121.1% | -50.5% | +34.4% |
| 5Y | +92.1% | +72.9% | +19.2% | +54.9% |
| 10Y | +569.6% | +208.2% | +361.3% | +367.9% |
| All | +569.6% | +206.9% | +362.7% | +367.9% |
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