-92.2%
MIST vs SPY
+200.5%
-292.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | -7.0% | +2.0% | -9.0% | -7.7% |
| 6M | -27.3% | +13.0% | -40.3% | -31.1% |
| YTD | -40.6% | +13.5% | -54.1% | -43.8% |
| 1Y | -32.6% | +20.0% | -52.6% | -37.5% |
| 3Y | -55.6% | +77.2% | -132.7% | -63.0% |
| 5Y | -80.0% | +81.9% | -161.9% | -83.8% |
| All | -92.2% | +200.5% | -292.7% | -88.4% |
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