-93.0%
MVIS vs VT
+215.5%
-308.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.4% |
| 7D | -14.1% | -2.3% | -11.8% | -10.6% |
| 30D | -23.7% | -5.0% | -18.7% | -16.6% |
| 3M | -64.4% | -4.9% | -59.5% | -61.0% |
| 6M | -88.3% | -1.5% | -86.7% | -87.9% |
| YTD | -90.7% | +8.5% | -99.2% | -91.6% |
| 1Y | -92.6% | +11.4% | -104.0% | -93.6% |
| 3Y | -96.2% | +70.1% | -166.3% | -98.2% |
| 5Y | -99.1% | +53.7% | -152.9% | -99.5% |
| All | -93.0% | +215.5% | -308.6% | -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