+67.0%
MIR vs SPY
+146.9%
-79.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | +6.7% | -0.4% | +7.1% | +7.3% |
| 30D | +10.3% | -1.4% | +11.7% | +12.3% |
| 3M | -2.2% | +3.7% | -5.9% | -6.4% |
| 6M | -22.4% | +13.0% | -35.4% | -33.2% |
| YTD | -29.0% | +12.4% | -41.4% | -38.4% |
| 1Y | -24.8% | +18.5% | -43.3% | -38.2% |
| 3Y | +110.9% | +77.6% | +33.3% | +9.6% |
| 5Y | +65.5% | +81.7% | -16.1% | -15.7% |
| All | +67.0% | +146.9% | -79.8% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling