-64.3%
MIRA vs SPY
+14.6%
-78.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +6.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.7% |
| 30D | -23.8% | -1.0% | -22.7% | -22.9% |
| 3M | -16.9% | -0.3% | -16.5% | -16.5% |
| 6M | -45.5% | +7.3% | -52.9% | -51.2% |
| YTD | -62.8% | +13.3% | -76.2% | -71.4% |
| 1Y | -64.3% | +14.8% | -79.1% | -73.3% |
| All | -64.3% | +14.6% | -78.9% | -73.3% |
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 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