-93.6%
MVST vs SPY
+82.0%
-175.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -18.0% | +0.1% | -18.1% | -17.8% |
| 3M | -49.6% | +2.0% | -51.6% | -50.5% |
| 6M | -68.7% | +13.0% | -81.7% | -73.7% |
| YTD | -75.3% | +13.5% | -88.9% | -79.3% |
| 1Y | -72.7% | +20.0% | -92.7% | -78.8% |
| 3Y | -69.3% | +77.2% | -146.5% | -87.6% |
| All | -93.6% | +82.0% | -175.7% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling