+13,708.9%
MSFT vs DVA
+4,923.3%
+8,785.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | -8.8% | +7.5% | -0.1% |
| 30D | -1.8% | -3.4% | +1.6% | -1.5% |
| 3M | +5.6% | -2.6% | +8.2% | +5.8% |
| 6M | +29.8% | -11.9% | +41.7% | +31.2% |
| YTD | +9.0% | +53.6% | -44.6% | +1.1% |
| 1Y | +4.9% | +41.9% | -36.9% | -1.6% |
| 3Y | +46.2% | +97.5% | -51.3% | +29.1% |
| 5Y | +62.1% | +65.0% | -2.9% | +43.3% |
| 10Y | +899.6% | +193.2% | +706.4% | +699.5% |
| All | +13,708.9% | +4,923.3% | +8,785.6% | +6,771.2% |
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 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