-92.0%
MVIS vs SPY
+311.3%
-403.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +2.1% |
| 7D | -2.9% | +0.5% | -3.5% | -3.8% |
| 30D | -50.7% | -0.9% | -49.8% | -49.9% |
| 3M | -71.5% | +3.9% | -75.3% | -73.0% |
| 6M | -80.5% | +14.5% | -95.0% | -83.9% |
| YTD | -86.6% | +12.9% | -99.5% | -88.6% |
| 1Y | -90.0% | +19.4% | -109.3% | -92.1% |
| 3Y | -95.3% | +78.5% | -173.7% | -97.8% |
| 5Y | -99.2% | +81.8% | -180.9% | -99.6% |
| 10Y | -92.0% | +311.5% | -403.5% | -98.3% |
| All | -92.0% | +311.3% | -403.3% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling