-96.6%
MIST vs VT
+146.7%
-243.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.6% | -0.3% | -20.3% | -20.4% |
| 7D | -31.8% | +2.4% | -34.2% | -32.8% |
| 30D | -34.0% | -1.5% | -32.5% | -33.1% |
| 3M | -51.4% | -4.1% | -47.3% | -49.9% |
| 6M | -69.8% | +0.6% | -70.3% | -69.6% |
| YTD | -74.3% | +11.0% | -85.3% | -75.3% |
| 1Y | -72.6% | +13.3% | -86.0% | -74.0% |
| 3Y | -77.8% | +73.4% | -151.2% | -81.6% |
| 5Y | -91.5% | +57.4% | -148.9% | -93.0% |
| All | -96.6% | +146.7% | -243.3% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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