+212.3%
MAS vs DVA
+193.2%
+19.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +3.0% | -8.8% | +11.8% | +5.3% |
| 30D | +22.4% | -3.4% | +25.8% | +23.3% |
| 3M | +14.5% | -2.6% | +17.1% | +14.9% |
| 6M | +27.1% | -11.9% | +39.0% | +29.6% |
| YTD | +35.8% | +53.6% | -17.9% | +18.2% |
| 1Y | +39.4% | +41.9% | -2.5% | +24.0% |
| 3Y | +60.3% | +97.5% | -37.2% | +28.8% |
| 5Y | +39.4% | +65.0% | -25.6% | +12.8% |
| All | +212.3% | +193.2% | +19.1% | +111.0% |
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