-99.8%
MVIS vs SPY
+1,751.6%
-1,851.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.3% |
| 7D | -14.1% | -2.7% | -11.4% | -10.6% |
| 30D | -23.7% | -5.4% | -18.3% | -17.1% |
| 3M | -64.4% | -4.1% | -60.3% | -61.9% |
| 6M | -88.3% | +0.7% | -89.0% | -88.3% |
| YTD | -90.7% | +8.7% | -99.4% | -91.5% |
| 1Y | -92.6% | +10.9% | -103.5% | -93.4% |
| 3Y | -96.2% | +75.0% | -171.2% | -98.1% |
| 5Y | -99.1% | +67.8% | -166.9% | -99.5% |
| 10Y | -92.7% | +312.9% | -405.6% | -98.8% |
| All | -99.8% | +1,751.6% | -1,851.5% | -100.0% |
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