-99.8%
MVIS vs SPY
+1,813.4%
-1,913.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.8% |
| 7D | -8.1% | -0.9% | -7.2% | -6.6% |
| 30D | -5.0% | -2.4% | -2.6% | -1.2% |
| 3M | -68.7% | -1.2% | -67.5% | -67.9% |
| 6M | -89.6% | +3.3% | -92.9% | -90.0% |
| YTD | -90.8% | +12.3% | -103.1% | -92.0% |
| 1Y | -92.9% | +12.4% | -105.3% | -93.8% |
| 3Y | -96.2% | +78.8% | -175.0% | -98.2% |
| 5Y | -99.2% | +75.2% | -174.3% | -99.5% |
| 10Y | -94.6% | +311.1% | -405.7% | -99.1% |
| All | -99.8% | +1,813.4% | -1,913.2% | -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