-93.6%
MVST vs SPY
+191.8%
-285.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.3% |
| 7D | +10.5% | -2.7% | +13.2% | +14.2% |
| 30D | +2.1% | -5.4% | +7.5% | +8.7% |
| 3M | -19.6% | -4.1% | -15.5% | -15.2% |
| 6M | -67.9% | +0.7% | -68.6% | -67.3% |
| YTD | -77.5% | +8.7% | -86.2% | -78.4% |
| 1Y | -87.0% | +10.9% | -97.9% | -87.7% |
| 3Y | -54.4% | +75.0% | -129.4% | -69.3% |
| 5Y | -93.3% | +67.8% | -161.1% | -95.5% |
| All | -93.6% | +191.8% | -285.4% | -95.8% |
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