+224.3%
MAS vs DVA
+212.5%
+11.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.0% | +7.5% | +5.3% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +25.5% | +3.5% | +21.9% | +24.2% |
| 3M | +11.8% | +1.0% | +10.8% | +11.2% |
| 6M | +21.3% | -6.6% | +27.9% | +22.0% |
| YTD | +37.7% | +63.3% | -25.6% | +18.1% |
| 1Y | +41.0% | +50.0% | -9.0% | +23.7% |
| 3Y | +63.0% | +120.1% | -57.1% | +27.3% |
| 5Y | +44.1% | +73.7% | -29.6% | +15.2% |
| 10Y | +224.3% | +212.7% | +11.6% | +112.4% |
| All | +224.3% | +212.5% | +11.8% | +112.4% |
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