+20.8%
MSFU vs DVA
+116.5%
-95.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.1% | -4.7% |
| 7D | -12.7% | -4.8% | -7.9% | -12.7% |
| 30D | -9.0% | +0.9% | -9.9% | -8.9% |
| 3M | +2.9% | +2.9% | 0.0% | +3.1% |
| 6M | +43.5% | -7.8% | +51.3% | +43.2% |
| YTD | -2.4% | +61.5% | -63.9% | -0.9% |
| 1Y | -13.5% | +50.1% | -63.6% | -11.5% |
| All | +20.8% | +116.5% | -95.7% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling