+122.9%
MS vs DVA
+64.3%
+58.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +5.1% | -8.8% | +13.9% | +6.2% |
| 30D | +5.7% | -3.4% | +9.1% | +6.0% |
| 3M | -12.2% | -2.6% | -9.6% | -12.1% |
| 6M | -0.5% | -11.9% | +11.4% | +0.3% |
| YTD | +9.8% | +53.6% | -43.8% | +0.7% |
| 1Y | +17.7% | +41.9% | -24.1% | +9.5% |
| 3Y | +176.8% | +97.5% | +79.3% | +140.2% |
| All | +122.9% | +64.3% | +58.6% | +100.8% |
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