+78.3%
MIR vs SPY
+144.9%
-66.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -1.3% | +2.6% | -3.9% | -4.5% |
| 30D | +11.6% | -2.0% | +13.6% | +14.3% |
| 3M | +13.7% | -2.8% | +16.5% | +18.1% |
| 6M | -4.8% | +2.1% | -7.0% | -6.9% |
| YTD | -24.3% | +11.5% | -35.7% | -33.5% |
| 1Y | -26.1% | +13.5% | -39.6% | -36.3% |
| 3Y | +116.3% | +77.7% | +38.6% | +12.5% |
| 5Y | +55.6% | +72.6% | -17.0% | -18.4% |
| All | +78.3% | +144.9% | -66.6% | -15.7% |
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