-11.4%
MSCI vs DVA
+38.1%
-49.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.6% | -3.6% |
| 7D | -2.1% | +2.2% | -4.3% | -2.2% |
| 30D | -1.7% | -2.0% | +0.3% | -1.6% |
| 3M | -8.2% | -6.3% | -2.0% | -8.0% |
| 6M | -2.4% | +19.4% | -21.9% | -4.5% |
| YTD | -2.8% | +58.5% | -61.3% | -7.8% |
| 1Y | -2.7% | +33.9% | -36.5% | -5.7% |
| 3Y | +7.3% | +88.4% | -81.1% | -2.0% |
| 5Y | -11.4% | +39.5% | -50.9% | -18.9% |
| All | -11.4% | +38.1% | -49.5% | -18.9% |
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 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