+13,824.2%
MA vs DVA
+629.7%
+13,194.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -2.7% | +1.8% | -4.5% | -3.3% |
| 30D | +1.5% | -2.5% | +4.0% | +2.2% |
| 3M | +20.4% | -4.3% | +24.7% | +21.0% |
| 6M | +11.1% | +18.9% | -7.7% | +2.8% |
| YTD | +2.0% | +61.9% | -60.0% | -15.8% |
| 1Y | -2.2% | +35.7% | -37.9% | -14.5% |
| 3Y | +41.9% | +78.6% | -36.8% | +7.5% |
| 5Y | +75.4% | +39.2% | +36.1% | +39.1% |
| 10Y | +527.5% | +184.0% | +343.5% | +237.0% |
| All | +13,824.2% | +629.7% | +13,194.5% | +4,042.3% |
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