+84.3%
MKSI vs DVA
+46.8%
+37.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.7% | -1.3% | +4.0% | +2.9% |
| 30D | -12.8% | 0.0% | -12.8% | -12.8% |
| 3M | -22.5% | -10.9% | -11.6% | -21.6% |
| 6M | +19.4% | +17.3% | +2.1% | +14.1% |
| YTD | +67.7% | +59.8% | +7.9% | +49.0% |
| 1Y | +131.4% | +36.3% | +95.1% | +113.0% |
| 3Y | +197.3% | +88.6% | +108.7% | +151.3% |
| All | +84.3% | +46.8% | +37.5% | +58.3% |
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