Blasphemy, BLASPHEMY!

Let's start with the following. The long term result of the mystery portfolio and plain vanilla 60/40 are identical. There's really only two years with meaningful differentiation. The mystery lagged by a lot in 2020 and went down much less in 2022. The stats in the fist screen grab do favor 60/40 but mystery has a lower standard deviation and slightly better excess kurtosis reading. The 60/40 does…