-1.9%
MOS vs DVA
+5,406.5%
-5,408.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +21.6% | +2.1% | +19.5% | +21.3% |
| 30D | +12.0% | +8.2% | +3.7% | +10.3% |
| 3M | -3.9% | +5.9% | -9.8% | -5.1% |
| 6M | -3.3% | -1.3% | -2.0% | -4.0% |
| YTD | -4.6% | +68.4% | -73.1% | -14.8% |
| 1Y | -7.0% | +57.5% | -64.4% | -15.8% |
| 3Y | -24.4% | +142.3% | -166.7% | -37.3% |
| 5Y | -32.1% | +75.0% | -107.1% | -41.9% |
| 10Y | +10.3% | +226.4% | -216.0% | -16.9% |
| All | -1.9% | +5,406.5% | -5,408.4% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling