-93.0%
MVST vs SPY
+203.3%
-296.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.7% |
| 30D | -24.7% | -0.9% | -23.8% | -24.0% |
| 3M | -44.3% | +3.9% | -48.2% | -45.8% |
| 6M | -67.2% | +14.5% | -81.7% | -70.5% |
| YTD | -75.6% | +12.9% | -88.6% | -77.7% |
| 1Y | -76.3% | +19.4% | -95.7% | -79.1% |
| 3Y | -67.7% | +78.5% | -146.1% | -78.9% |
| 5Y | -94.0% | +81.8% | -175.7% | -96.1% |
| All | -93.0% | +203.3% | -296.3% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling