+216.6%
MAS vs DVA
+199.8%
+16.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.5% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | +23.8% | 0.0% | +23.8% | +23.7% |
| 3M | +14.4% | -2.4% | +16.8% | +14.8% |
| 6M | +19.7% | -9.8% | +29.5% | +21.5% |
| YTD | +36.0% | +57.8% | -21.9% | +17.6% |
| 1Y | +40.4% | +49.2% | -8.8% | +23.2% |
| 3Y | +58.9% | +116.0% | -57.1% | +24.7% |
| 5Y | +44.5% | +68.5% | -24.0% | +16.4% |
| All | +216.6% | +199.8% | +16.8% | +110.2% |
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