-65.1%
MSTZ vs DVA
+62.2%
-127.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.8% | -15.3% | -11.9% |
| 7D | +0.7% | +4.7% | -4.0% | -1.7% |
| 30D | +16.6% | +7.8% | +8.8% | +11.8% |
| 3M | -74.7% | -15.5% | -59.2% | -73.1% |
| 6M | -43.9% | +25.0% | -68.9% | -54.4% |
| YTD | -84.0% | +69.6% | -153.6% | -88.7% |
| 1Y | -65.1% | +60.6% | -125.7% | -75.0% |
| All | -65.1% | +62.2% | -127.3% | -75.0% |
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