+100.0%
MSI vs DVA
+41.6%
+58.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -4.0% | +2.0% | -6.0% | -4.2% |
| 30D | -0.5% | -0.4% | -0.1% | -0.4% |
| 3M | +11.4% | -7.7% | +19.1% | +12.0% |
| 6M | +1.0% | +20.0% | -19.0% | -1.5% |
| YTD | +20.7% | +61.1% | -40.4% | +13.7% |
| 1Y | -2.7% | +33.9% | -36.6% | -6.5% |
| 3Y | +68.2% | +91.5% | -23.3% | +54.7% |
| 5Y | +100.0% | +41.8% | +58.2% | +92.8% |
| All | +100.0% | +41.6% | +58.3% | +92.8% |
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