-92.7%
MVIS vs VT
+224.5%
-317.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -10.3% | +0.4% | -10.8% | -11.0% |
| 30D | -48.1% | +1.0% | -49.1% | -48.8% |
| 3M | -74.4% | +2.4% | -76.8% | -75.4% |
| 6M | -85.9% | +12.0% | -97.9% | -88.1% |
| YTD | -86.7% | +15.3% | -102.1% | -89.3% |
| 1Y | -90.0% | +22.6% | -112.6% | -92.6% |
| 3Y | -95.6% | +74.7% | -170.3% | -98.0% |
| 5Y | -99.3% | +66.1% | -165.4% | -99.6% |
| All | -92.7% | +224.5% | -317.2% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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