+160.4%
MS vs DVA
+139.6%
+20.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | -1.6% | +2.1% | -3.6% | -1.7% |
| 30D | -3.8% | +8.2% | -12.0% | -4.4% |
| 3M | -14.6% | +5.9% | -20.5% | -15.1% |
| 6M | -5.1% | -1.3% | -3.8% | -5.6% |
| YTD | +4.5% | +68.4% | -63.9% | -3.5% |
| 1Y | +13.5% | +57.5% | -43.9% | +6.1% |
| 3Y | +160.4% | +142.3% | +18.1% | +117.4% |
| All | +160.4% | +139.6% | +20.8% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling