+45.6%
MVFG vs SPY
+53.8%
-8.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.6% | +0.5% | 0.0% | +0.2% |
| 30D | -1.0% | -0.9% | -0.1% | -0.5% |
| 3M | +3.4% | +3.9% | -0.5% | +1.1% |
| 6M | +7.5% | +14.5% | -7.0% | -0.7% |
| YTD | +14.3% | +12.9% | +1.4% | +6.4% |
| 1Y | +18.6% | +19.4% | -0.8% | +7.9% |
| All | +45.6% | +53.8% | -8.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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