+140.2%
MAS vs DVA
+187.4%
-47.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | -5.6% | -2.5% | -3.1% | -5.0% |
| 3M | +4.4% | -4.3% | +8.7% | +4.7% |
| 6M | +7.2% | +18.9% | -11.7% | +0.9% |
| YTD | +16.1% | +61.9% | -45.8% | 0.0% |
| 1Y | +0.1% | +35.7% | -35.6% | -9.7% |
| 3Y | +28.3% | +78.6% | -50.3% | +5.4% |
| 5Y | +30.5% | +39.2% | -8.7% | +11.5% |
| All | +140.2% | +187.4% | -47.3% | +63.9% |
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