+1,216.9%
MAS vs DVA
+5,506.3%
-4,289.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -3.6% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | +19.9% | +8.0% | +11.9% | +18.4% |
| 3M | +8.9% | +3.2% | +5.6% | +8.2% |
| 6M | +20.2% | +24.1% | -3.9% | +14.9% |
| YTD | +33.9% | +71.5% | -37.6% | +21.1% |
| 1Y | +34.7% | +60.8% | -26.1% | +23.0% |
| 3Y | +60.4% | +145.2% | -84.8% | +36.1% |
| 5Y | +43.5% | +78.1% | -34.7% | +25.1% |
| 10Y | +226.7% | +232.3% | -5.6% | +155.0% |
| All | +1,216.9% | +5,506.3% | -4,289.4% | +719.0% |
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 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