+217.1%
MAS vs DVA
+221.4%
-4.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.1% |
| 7D | +2.4% | +2.1% | +0.3% | +1.8% |
| 30D | +19.8% | +8.2% | +11.6% | +17.4% |
| 3M | +9.8% | +5.9% | +3.9% | +8.1% |
| 6M | +15.8% | -1.3% | +17.1% | +14.9% |
| YTD | +31.8% | +68.4% | -36.6% | +12.2% |
| 1Y | +35.4% | +57.5% | -22.1% | +17.3% |
| 3Y | +59.2% | +142.3% | -83.1% | +21.3% |
| 5Y | +41.2% | +75.0% | -33.7% | +12.8% |
| All | +217.1% | +221.4% | -4.4% | +103.5% |
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