-78.8%
MIST vs VT
+66.2%
-144.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.0% |
| 30D | +4.8% | +1.0% | +3.8% | +3.7% |
| 3M | -7.0% | +2.4% | -9.4% | -9.1% |
| 6M | -27.3% | +12.0% | -39.3% | -35.0% |
| YTD | -40.6% | +15.3% | -55.9% | -48.4% |
| 1Y | -32.6% | +22.6% | -55.2% | -44.6% |
| 3Y | -55.6% | +74.7% | -130.2% | -72.0% |
| All | -78.8% | +66.2% | -144.9% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling