+3,132.3%
MS vs DVA
+5,406.5%
-2,274.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | -1.6% | +2.1% | -3.6% | -2.0% |
| 30D | -3.8% | +8.2% | -12.0% | -5.7% |
| 3M | -14.6% | +5.9% | -20.5% | -16.1% |
| 6M | -5.1% | -1.3% | -3.8% | -6.0% |
| YTD | +4.5% | +68.4% | -63.9% | -10.7% |
| 1Y | +13.5% | +57.5% | -43.9% | -1.5% |
| 3Y | +160.4% | +142.3% | +18.1% | +98.9% |
| 5Y | +112.9% | +75.0% | +37.9% | +69.6% |
| 10Y | +633.4% | +226.4% | +407.0% | +386.8% |
| All | +3,132.3% | +5,406.5% | -2,274.2% | +1,338.7% |
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