+12.6%
MOS vs DVA
+178.6%
-166.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.1% |
| 7D | +7.1% | +2.2% | +4.8% | +6.5% |
| 30D | +15.0% | -2.0% | +17.1% | +15.5% |
| 3M | +24.1% | -6.3% | +30.3% | +24.7% |
| 6M | +2.7% | +19.4% | -16.7% | -3.5% |
| YTD | +12.2% | +58.5% | -46.3% | -2.9% |
| 1Y | -16.3% | +33.9% | -50.2% | -24.3% |
| 3Y | -23.3% | +88.4% | -111.7% | -38.2% |
| 5Y | -4.2% | +39.5% | -43.7% | -18.7% |
| 10Y | +12.6% | +179.5% | -166.9% | -25.2% |
| All | +12.6% | +178.6% | -166.0% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling