-80.4%
MIST vs SPY
+81.8%
-162.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.7% | -5.7% |
| 7D | -1.3% | +0.5% | -1.9% | -1.8% |
| 30D | -7.8% | -0.9% | -6.8% | -6.8% |
| 3M | -8.5% | +3.9% | -12.4% | -11.6% |
| 6M | -28.8% | +14.5% | -43.3% | -36.7% |
| YTD | -44.3% | +12.9% | -57.2% | -49.8% |
| 1Y | -35.7% | +19.4% | -55.1% | -44.6% |
| 3Y | -61.2% | +78.5% | -139.7% | -74.6% |
| 5Y | -80.4% | +81.8% | -162.2% | -86.9% |
| All | -80.4% | +81.8% | -162.2% | -86.9% |
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