-99.2%
MVIS vs SPY
+82.0%
-181.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.2% |
| 7D | -10.3% | +0.1% | -10.4% | -10.5% |
| 30D | -48.1% | +0.1% | -48.2% | -48.0% |
| 3M | -74.4% | +2.0% | -76.4% | -75.4% |
| 6M | -85.9% | +13.0% | -98.9% | -89.0% |
| YTD | -86.7% | +13.5% | -100.3% | -89.7% |
| 1Y | -90.0% | +20.0% | -110.0% | -93.0% |
| 3Y | -95.6% | +77.2% | -172.8% | -98.7% |
| All | -99.2% | +82.0% | -181.3% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling