-66.1%
MSTZ vs DVA
-1.7%
-64.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.4% | +11.0% | +7.5% |
| 7D | +21.1% | -1.6% | +22.7% | +20.8% |
| 30D | +40.1% | 0.0% | +40.1% | +37.2% |
| 3M | -66.1% | -2.4% | -63.7% | -65.8% |
| All | -66.1% | -1.7% | -64.4% | -65.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling