-34.4%
MOS vs DVA
+64.3%
-98.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | -8.8% | +6.8% | -0.4% |
| 30D | +15.3% | -3.4% | +18.7% | +15.9% |
| 3M | +1.5% | -2.6% | +4.1% | +1.7% |
| 6M | -2.0% | -11.9% | +9.9% | -0.9% |
| YTD | -6.5% | +53.6% | -60.2% | -16.6% |
| 1Y | -11.1% | +41.9% | -52.9% | -19.3% |
| 3Y | -30.3% | +97.5% | -127.8% | -41.3% |
| All | -34.4% | +64.3% | -98.7% | -45.7% |
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