+2,417.1%
MSCI vs DVA
+520.9%
+1,896.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +0.4% | +1.8% | -1.4% | -0.1% |
| 30D | +0.6% | -2.5% | +3.0% | +1.2% |
| 3M | -7.1% | -4.3% | -2.8% | -6.8% |
| 6M | +0.8% | +18.9% | -18.0% | -6.2% |
| YTD | +1.0% | +61.9% | -61.0% | -15.9% |
| 1Y | +4.3% | +35.7% | -31.4% | -8.4% |
| 3Y | +9.9% | +78.6% | -68.7% | -16.0% |
| 5Y | -6.8% | +39.2% | -46.0% | -25.3% |
| 10Y | +614.7% | +184.0% | +430.6% | +286.3% |
| All | +2,417.1% | +520.9% | +1,896.3% | +651.0% |
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