+217.0%
MAS vs DVA
+206.9%
+10.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.5% |
| 7D | -1.8% | -4.8% | +2.9% | -0.7% |
| 30D | +23.6% | +0.9% | +22.6% | +23.1% |
| 3M | +12.4% | +2.9% | +9.5% | +11.4% |
| 6M | +21.9% | -7.8% | +29.6% | +22.9% |
| YTD | +36.1% | +61.5% | -25.4% | +17.1% |
| 1Y | +39.5% | +50.1% | -10.6% | +22.3% |
| 3Y | +59.1% | +121.1% | -62.0% | +24.2% |
| 5Y | +44.4% | +72.9% | -28.5% | +15.5% |
| 10Y | +217.0% | +208.2% | +8.7% | +109.2% |
| All | +217.0% | +206.9% | +10.1% | +109.2% |
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