-99.1%
MSTZ vs DVA
+12.7%
-111.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.3% |
| 7D | -23.6% | +2.0% | -25.6% | -23.8% |
| 30D | -60.7% | -0.4% | -60.4% | -60.7% |
| 3M | -58.3% | -7.7% | -50.6% | -58.2% |
| 6M | -60.0% | +20.0% | -80.0% | -60.8% |
| YTD | -75.2% | +61.1% | -136.3% | -75.0% |
| 1Y | -19.9% | +33.9% | -53.8% | -26.8% |
| All | -99.1% | +12.7% | -111.9% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling