-1.2%
MSCI vs DVA
+36.0%
-37.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.6% |
| 7D | -1.1% | +2.0% | -3.1% | -1.0% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | -8.4% | -7.7% | -0.7% | -8.4% |
| 6M | -1.0% | +20.0% | -21.0% | +1.4% |
| YTD | -2.3% | +61.1% | -63.4% | +6.1% |
| 1Y | -1.2% | +33.9% | -35.0% | +8.9% |
| All | -1.2% | +36.0% | -37.2% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling