+38.3%
MAS vs DVA
+64.3%
-26.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +3.0% | -8.8% | +11.8% | +4.9% |
| 30D | +22.4% | -3.4% | +25.8% | +23.1% |
| 3M | +14.5% | -2.6% | +17.1% | +14.9% |
| 6M | +27.1% | -11.9% | +39.0% | +29.1% |
| YTD | +35.8% | +53.6% | -17.9% | +20.7% |
| 1Y | +39.4% | +41.9% | -2.5% | +26.2% |
| 3Y | +60.3% | +97.5% | -37.2% | +35.5% |
| All | +38.3% | +64.3% | -26.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling