+62.4%
MSFT vs DVA
+64.3%
-1.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.3% | -8.8% | +7.5% | -1.0% |
| 30D | -1.8% | -3.4% | +1.6% | -1.7% |
| 3M | +5.6% | -2.6% | +8.2% | +5.7% |
| 6M | +29.8% | -11.9% | +41.7% | +30.1% |
| YTD | +9.0% | +53.6% | -44.6% | +6.3% |
| 1Y | +4.9% | +41.9% | -36.9% | +3.0% |
| 3Y | +46.2% | +97.5% | -51.3% | +38.0% |
| All | +62.4% | +64.3% | -1.9% | +59.5% |
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