-16.3%
MOS vs DVA
+31.4%
-47.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +2.8% |
| 7D | +7.1% | +2.2% | +4.8% | +6.8% |
| 30D | +15.0% | -2.0% | +17.1% | +15.2% |
| 3M | +24.1% | -6.3% | +30.3% | +23.0% |
| 6M | +2.7% | +19.4% | -16.7% | -2.8% |
| YTD | +12.2% | +58.5% | -46.3% | -1.1% |
| 1Y | -16.3% | +33.9% | -50.2% | -23.3% |
| All | -16.3% | +31.4% | -47.7% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling