+2,806.0%
MSCI vs DVA
+519.2%
+2,286.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.1% |
| 7D | -1.9% | -4.8% | +2.9% | -0.6% |
| 30D | +16.5% | +0.9% | +15.5% | +15.9% |
| 3M | +18.2% | +2.9% | +15.3% | +16.7% |
| 6M | +14.0% | -7.8% | +21.7% | +14.9% |
| YTD | +16.6% | +61.5% | -44.9% | -3.3% |
| 1Y | +14.8% | +50.1% | -35.3% | -2.5% |
| 3Y | +33.3% | +121.1% | -87.9% | -4.8% |
| 5Y | +9.1% | +72.9% | -63.8% | -20.1% |
| 10Y | +820.4% | +208.2% | +612.1% | +375.6% |
| All | +2,806.0% | +519.2% | +2,286.8% | +763.7% |
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