+1,431.7%
MOH vs DVA
+1,901.7%
-469.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | +5.7% | -10.9% | +16.6% | +9.2% |
| 6M | +39.1% | +17.3% | +21.8% | +27.3% |
| YTD | +17.7% | +59.8% | -42.1% | -5.2% |
| 1Y | +8.4% | +36.3% | -27.9% | -6.9% |
| 3Y | -36.6% | +88.6% | -125.2% | -53.8% |
| 5Y | -19.1% | +47.5% | -66.6% | -38.5% |
| 10Y | +262.8% | +185.2% | +77.6% | +90.8% |
| All | +1,431.7% | +1,901.7% | -469.9% | +370.1% |
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