+4.9%
MSCI vs DVA
+70.6%
-65.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.1% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +14.4% | +3.5% | +10.9% | +14.0% |
| 3M | +15.2% | +1.0% | +14.2% | +14.9% |
| 6M | +11.2% | -6.6% | +17.8% | +11.4% |
| YTD | +13.9% | +63.3% | -49.4% | +7.4% |
| 1Y | +12.5% | +50.0% | -37.5% | +7.3% |
| 3Y | +32.3% | +120.1% | -87.8% | +17.8% |
| 5Y | +4.9% | +73.7% | -68.9% | -0.7% |
| All | +4.9% | +70.6% | -65.7% | -0.7% |
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 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