-99.7%
MVIS vs SPY
+1,834.7%
-1,934.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 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% | -75.0% |
| 6M | -85.9% | +13.0% | -98.9% | -87.9% |
| YTD | -86.7% | +13.5% | -100.3% | -88.7% |
| 1Y | -90.0% | +20.0% | -110.0% | -92.0% |
| 3Y | -95.6% | +77.2% | -172.8% | -97.9% |
| 5Y | -99.3% | +81.9% | -181.1% | -99.6% |
| 10Y | -92.5% | +314.1% | -406.5% | -98.7% |
| All | -99.7% | +1,834.7% | -1,934.5% | -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