+13,071.6%
MSFT vs DVA
+5,194.7%
+7,876.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +2.7% | -2.5% | +5.2% | +3.0% |
| 3M | +17.0% | -4.3% | +21.2% | +17.2% |
| 6M | +23.8% | +18.9% | +5.0% | +20.0% |
| YTD | +4.0% | +61.9% | -58.0% | -4.0% |
| 1Y | -0.8% | +35.7% | -36.5% | -6.3% |
| 3Y | +55.6% | +78.6% | -23.0% | +39.0% |
| 5Y | +72.9% | +39.2% | +33.7% | +56.8% |
| 10Y | +875.8% | +184.0% | +691.8% | +684.3% |
| All | +13,071.6% | +5,194.7% | +7,876.9% | +6,422.1% |
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