+15,762.5%
MA vs DVA
+611.0%
+15,151.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.8% | +1.5% |
| 7D | +1.8% | -1.6% | +3.4% | +2.2% |
| 30D | +11.8% | 0.0% | +11.8% | +11.6% |
| 3M | +17.2% | -2.4% | +19.6% | +17.5% |
| 6M | +33.4% | -9.8% | +43.1% | +35.7% |
| YTD | +16.1% | +57.8% | -41.7% | -3.7% |
| 1Y | +19.9% | +49.2% | -29.3% | +1.3% |
| 3Y | +70.1% | +116.0% | -46.0% | +21.0% |
| 5Y | +89.6% | +68.5% | +21.1% | +38.2% |
| 10Y | +568.4% | +198.9% | +369.5% | +248.0% |
| All | +15,762.5% | +611.0% | +15,151.5% | +4,637.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling