+777.4%
MSI vs DVA
+5,194.7%
-4,417.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -3.7% | +1.8% | -5.5% | -4.0% |
| 30D | +6.8% | -2.5% | +9.3% | +7.1% |
| 3M | +14.3% | -4.3% | +18.6% | +14.6% |
| 6M | -1.6% | +18.9% | -20.4% | -5.3% |
| YTD | +22.8% | +61.9% | -39.2% | +11.8% |
| 1Y | -1.1% | +35.7% | -36.8% | -7.5% |
| 3Y | +70.5% | +78.6% | -8.2% | +49.8% |
| 5Y | +102.8% | +39.2% | +63.6% | +81.5% |
| 10Y | +597.4% | +184.0% | +413.4% | +441.4% |
| All | +777.4% | +5,194.7% | -4,417.2% | +318.2% |
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