-93.0%
MIST vs SPY
+197.5%
-290.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | -9.3% | -0.4% | -9.0% | -9.1% |
| 30D | -15.1% | -1.4% | -13.7% | -14.4% |
| 3M | -11.6% | +3.7% | -15.3% | -13.0% |
| 6M | -35.9% | +13.0% | -48.9% | -39.2% |
| YTD | -47.0% | +12.4% | -59.4% | -49.6% |
| 1Y | -37.8% | +18.5% | -56.3% | -41.9% |
| 3Y | -63.1% | +77.6% | -140.7% | -69.2% |
| 5Y | -81.4% | +81.7% | -163.0% | -84.7% |
| All | -93.0% | +197.5% | -290.5% | -89.6% |
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 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