+553.7%
MS vs DVA
+197.6%
+356.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | -0.7% | 0.0% | -0.7% | -1.0% |
| 3M | -12.4% | -2.4% | -10.0% | -12.3% |
| 6M | -1.7% | -9.8% | +8.0% | -0.7% |
| YTD | +8.0% | +57.8% | -49.8% | -7.7% |
| 1Y | +16.2% | +49.2% | -33.0% | +0.8% |
| 3Y | +171.3% | +116.0% | +55.3% | +104.2% |
| 5Y | +124.8% | +68.5% | +56.3% | +74.2% |
| 10Y | +553.7% | +198.9% | +354.8% | +292.4% |
| All | +553.7% | +197.6% | +356.1% | +292.4% |
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 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