+2.8%
MOS vs DVA
+212.5%
-209.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.5% |
| 7D | +19.7% | -0.1% | +19.8% | +19.8% |
| 30D | +21.5% | +3.5% | +18.0% | +20.4% |
| 3M | -0.4% | +1.0% | -1.4% | -1.0% |
| 6M | +4.5% | -6.6% | +11.1% | +4.8% |
| YTD | -2.9% | +63.3% | -66.2% | -16.9% |
| 1Y | -7.7% | +50.0% | -57.7% | -19.2% |
| 3Y | -25.6% | +120.1% | -145.7% | -42.4% |
| 5Y | -31.2% | +73.7% | -104.9% | -45.5% |
| 10Y | +2.8% | +212.7% | -209.9% | -34.9% |
| All | +2.8% | +212.5% | -209.6% | -34.9% |
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