+898.4%
MSI vs DVA
+4,923.3%
-4,024.9%
-93.6%
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 | +3.2% | -8.8% | +12.0% | +4.7% |
| 30D | +17.6% | -3.4% | +21.0% | +18.0% |
| 3M | +14.5% | -2.6% | +17.1% | +14.7% |
| 6M | +34.3% | -11.9% | +46.1% | +36.0% |
| YTD | +39.7% | +53.6% | -13.9% | +28.0% |
| 1Y | +40.2% | +41.9% | -1.7% | +30.0% |
| 3Y | +77.1% | +97.5% | -20.4% | +53.6% |
| 5Y | +124.0% | +65.0% | +59.1% | +94.7% |
| 10Y | +665.5% | +193.2% | +472.3% | +490.7% |
| All | +898.4% | +4,923.3% | -4,024.9% | +378.7% |
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