-9.6%
MOS vs DVA
+40.3%
-49.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +9.5% | +1.8% | +7.7% | +9.2% |
| 30D | +10.4% | -2.5% | +12.9% | +10.8% |
| 3M | +12.9% | -4.3% | +17.1% | +12.7% |
| 6M | +1.2% | +18.9% | -17.6% | -3.7% |
| YTD | +9.3% | +61.9% | -52.6% | -3.1% |
| 1Y | -18.0% | +35.7% | -53.7% | -24.6% |
| 3Y | -29.0% | +78.6% | -107.7% | -39.1% |
| All | -9.6% | +40.3% | -49.9% | -14.5% |
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