-93.2%
MVIS vs VT
+214.8%
-308.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.0% | -1.2% |
| 7D | -20.8% | -4.2% | -16.7% | -14.8% |
| 30D | -27.8% | -5.8% | -22.0% | -19.9% |
| 3M | -64.2% | -5.2% | -58.9% | -60.4% |
| 6M | -88.7% | +0.1% | -88.8% | -88.6% |
| YTD | -90.8% | +8.2% | -99.1% | -91.7% |
| 1Y | -93.0% | +10.1% | -103.1% | -93.8% |
| 3Y | -96.6% | +69.7% | -166.3% | -98.4% |
| 5Y | -99.2% | +53.4% | -152.5% | -99.5% |
| All | -93.2% | +214.8% | -308.0% | -97.7% |
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