+1,042.1%
MAS vs DVA
+5,194.7%
-4,152.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -5.6% | -2.5% | -3.1% | -5.2% |
| 3M | +4.4% | -4.3% | +8.7% | +4.7% |
| 6M | +7.2% | +18.9% | -11.7% | +3.3% |
| YTD | +16.1% | +61.9% | -45.8% | +6.0% |
| 1Y | +0.1% | +35.7% | -35.6% | -6.0% |
| 3Y | +28.3% | +78.6% | -50.3% | +14.0% |
| 5Y | +30.5% | +39.2% | -8.7% | +18.2% |
| 10Y | +139.1% | +184.0% | -44.9% | +90.9% |
| All | +1,042.1% | +5,194.7% | -4,152.6% | +617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling