-95.0%
MIST vs VT
+141.0%
-236.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +0.2% | +9.9% | +10.0% |
| 7D | +4.5% | -2.3% | +6.8% | +6.3% |
| 30D | +0.8% | -5.0% | +5.7% | +4.4% |
| 3M | -35.3% | -4.9% | -30.5% | -33.0% |
| 6M | -61.3% | -1.5% | -59.7% | -60.5% |
| YTD | -62.2% | +8.5% | -70.7% | -63.2% |
| 1Y | -55.6% | +11.4% | -67.0% | -57.3% |
| 3Y | -73.2% | +70.1% | -143.3% | -77.6% |
| 5Y | -86.4% | +53.7% | -140.2% | -88.6% |
| All | -95.0% | +141.0% | -236.0% | -92.2% |
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