-95.0%
MIST vs SPY
+187.6%
-282.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +0.3% | +9.8% | +9.9% |
| 7D | +4.5% | -2.7% | +7.2% | +6.3% |
| 30D | +0.8% | -5.4% | +6.2% | +4.3% |
| 3M | -35.3% | -4.1% | -31.2% | -33.6% |
| 6M | -61.3% | +0.7% | -62.0% | -61.1% |
| YTD | -62.2% | +8.7% | -70.9% | -63.2% |
| 1Y | -55.6% | +10.9% | -66.5% | -57.1% |
| 3Y | -73.2% | +75.0% | -148.2% | -77.3% |
| 5Y | -86.4% | +67.8% | -154.2% | -88.7% |
| All | -95.0% | +187.6% | -282.7% | -92.4% |
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