-19.3%
MIR vs SPY
+20.8%
-40.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.8% |
| 7D | +17.6% | +0.1% | +17.5% | +17.3% |
| 30D | +9.9% | +0.1% | +9.8% | +9.8% |
| 3M | -7.1% | +2.0% | -9.1% | -10.2% |
| 6M | -21.6% | +13.0% | -34.6% | -39.5% |
| YTD | -27.7% | +13.5% | -41.3% | -45.1% |
| 1Y | -19.3% | +20.0% | -39.3% | -49.8% |
| All | -19.3% | +20.8% | -40.2% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling