+872.1%
MSFT vs DVA
+187.5%
+684.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -2.1% | +1.7% | -3.7% | -2.3% |
| 3M | +24.2% | -8.7% | +32.8% | +25.2% |
| 6M | +21.9% | +19.7% | +2.2% | +17.4% |
| YTD | +2.5% | +59.6% | -57.1% | -6.5% |
| 1Y | -0.8% | +37.1% | -37.9% | -7.1% |
| 3Y | +50.8% | +89.8% | -39.0% | +28.5% |
| 5Y | +73.5% | +47.4% | +26.2% | +52.9% |
| All | +872.1% | +187.5% | +684.6% | +613.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling