-95.2%
MIST vs VT
+147.3%
-242.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.9% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -3.5% | -2.6% | -0.9% | -1.7% |
| 3M | -39.5% | -3.2% | -36.3% | -38.0% |
| 6M | -61.6% | +0.9% | -62.5% | -61.5% |
| YTD | -63.5% | +11.3% | -74.8% | -65.0% |
| 1Y | -56.8% | +14.0% | -70.8% | -59.1% |
| 3Y | -74.9% | +75.8% | -150.7% | -79.4% |
| 5Y | -86.9% | +57.8% | -144.8% | -89.3% |
| All | -95.2% | +147.3% | -242.5% | -92.6% |
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