-92.9%
MVST vs SPY
+204.9%
-297.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -18.0% | +0.1% | -18.1% | -17.9% |
| 3M | -49.6% | +2.0% | -51.6% | -50.0% |
| 6M | -68.7% | +13.0% | -81.7% | -71.5% |
| YTD | -75.3% | +13.5% | -88.9% | -77.5% |
| 1Y | -72.7% | +20.0% | -92.7% | -76.1% |
| 3Y | -69.3% | +77.2% | -146.5% | -79.8% |
| 5Y | -93.2% | +81.9% | -175.1% | -95.7% |
| All | -92.9% | +204.9% | -297.9% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling