-19.6%
MSFU vs DVA
+35.1%
-54.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -3.9% |
| 7D | -5.7% | +1.8% | -7.5% | -5.4% |
| 30D | +4.2% | -2.5% | +6.7% | +3.7% |
| 3M | +27.9% | -4.3% | +32.2% | +28.1% |
| 6M | +37.1% | +18.9% | +18.3% | +45.6% |
| YTD | -7.4% | +61.9% | -69.3% | +9.3% |
| 1Y | -19.6% | +35.7% | -55.3% | -6.6% |
| All | -19.6% | +35.1% | -54.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling