+65.5%
MIR vs SPY
+81.0%
-15.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | +6.7% | -0.4% | +7.1% | +7.4% |
| 30D | +10.3% | -1.4% | +11.7% | +12.5% |
| 3M | -2.2% | +3.7% | -5.9% | -6.8% |
| 6M | -22.4% | +13.0% | -35.4% | -34.2% |
| YTD | -29.0% | +12.4% | -41.4% | -39.3% |
| 1Y | -24.8% | +18.5% | -43.3% | -39.5% |
| 3Y | +110.9% | +77.6% | +33.3% | +0.5% |
| 5Y | +65.5% | +81.7% | -16.1% | -18.3% |
| All | +65.5% | +81.0% | -15.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling