-23.4%
MSTZ vs DVA
+31.4%
-54.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.3% | +9.1% |
| 7D | -25.4% | +2.2% | -27.6% | -26.3% |
| 30D | -60.9% | -2.0% | -58.9% | -60.6% |
| 3M | -54.2% | -6.3% | -47.9% | -54.3% |
| 6M | -65.0% | +19.4% | -84.4% | -70.0% |
| YTD | -76.5% | +58.5% | -135.0% | -81.3% |
| 1Y | -23.4% | +33.9% | -57.2% | -46.3% |
| All | -23.4% | +31.4% | -54.8% | -46.3% |
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