-99.2%
MSTZ vs DVA
+13.4%
-112.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | -29.7% | +1.8% | -31.5% | -29.9% |
| 30D | -65.3% | -2.5% | -62.8% | -65.2% |
| 3M | -57.3% | -4.3% | -53.1% | -57.4% |
| 6M | -61.6% | +18.9% | -80.5% | -62.4% |
| YTD | -78.3% | +61.9% | -140.2% | -78.1% |
| 1Y | -30.2% | +35.7% | -66.0% | -36.0% |
| All | -99.2% | +13.4% | -112.6% | -99.2% |
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