-99.7%
MVIS vs VT
+363.9%
-463.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -6.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.2% |
| 30D | -15.6% | -1.4% | -14.2% | -13.6% |
| 3M | -66.1% | -1.4% | -64.7% | -65.2% |
| 6M | -87.7% | +5.5% | -93.1% | -88.6% |
| YTD | -90.0% | +12.8% | -102.9% | -91.5% |
| 1Y | -92.2% | +15.4% | -107.6% | -93.5% |
| 3Y | -96.3% | +76.9% | -173.2% | -98.3% |
| 5Y | -99.1% | +60.4% | -159.5% | -99.4% |
| 10Y | -92.2% | +232.8% | -325.0% | -98.3% |
| All | -99.7% | +363.9% | -463.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling