-95.0%
MIST vs VT
+150.7%
-245.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.8% |
| 7D | +2.1% | -0.3% | +2.4% | +2.4% |
| 30D | -0.8% | -1.4% | +0.7% | +0.3% |
| 3M | -33.9% | -1.4% | -32.5% | -33.2% |
| 6M | -59.2% | +5.5% | -64.7% | -60.2% |
| YTD | -61.7% | +12.8% | -74.6% | -63.7% |
| 1Y | -58.0% | +15.4% | -73.4% | -60.6% |
| 3Y | -72.5% | +76.9% | -149.4% | -77.6% |
| 5Y | -86.4% | +60.4% | -146.8% | -88.9% |
| All | -95.0% | +150.7% | -245.6% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling