+114.7%
MIR vs SPY
+78.7%
+36.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.8% |
| 7D | +9.1% | +0.5% | +8.5% | +8.3% |
| 30D | +7.7% | -0.9% | +8.6% | +9.3% |
| 3M | -2.0% | +3.9% | -5.9% | -7.1% |
| 6M | -17.6% | +14.5% | -32.1% | -32.2% |
| YTD | -27.8% | +12.9% | -40.7% | -39.2% |
| 1Y | -25.1% | +19.4% | -44.5% | -41.0% |
| 3Y | +114.7% | +78.5% | +36.3% | -6.0% |
| All | +114.7% | +78.7% | +36.0% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling