-95.5%
MIST vs VT
+140.5%
-235.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.1% | -6.3% | -7.8% |
| 7D | -12.3% | -4.2% | -8.1% | -9.7% |
| 30D | -9.3% | -5.8% | -3.5% | -5.5% |
| 3M | -39.5% | -5.2% | -34.2% | -37.1% |
| 6M | -63.1% | +0.1% | -63.3% | -62.8% |
| YTD | -65.7% | +8.2% | -73.9% | -66.5% |
| 1Y | -61.5% | +10.1% | -71.6% | -62.7% |
| 3Y | -75.3% | +69.7% | -145.0% | -79.3% |
| 5Y | -87.7% | +53.4% | -141.0% | -89.7% |
| All | -95.5% | +140.5% | -235.9% | -92.9% |
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