+537.0%
MS vs DVA
+192.4%
+344.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | +0.4% |
| 7D | +3.7% | -10.7% | +14.3% | +6.4% |
| 30D | +2.0% | -4.4% | +6.4% | +2.7% |
| 3M | -12.6% | -4.1% | -8.5% | -12.1% |
| 6M | -0.3% | -13.2% | +12.9% | +1.6% |
| YTD | +9.0% | +53.2% | -44.2% | -6.2% |
| 1Y | +13.9% | +40.8% | -27.0% | +0.3% |
| 3Y | +173.6% | +109.7% | +63.9% | +107.4% |
| 5Y | +122.0% | +64.5% | +57.5% | +72.8% |
| All | +537.0% | +192.4% | +344.6% | +284.2% |
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