-89.4%
MIRA vs SPY
+75.6%
-164.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.9% |
| 7D | +6.6% | -2.0% | +8.6% | +9.7% |
| 30D | +1.4% | -1.7% | +3.1% | +3.5% |
| 3M | -19.5% | +4.7% | -24.2% | -26.3% |
| 6M | -35.3% | +12.5% | -47.8% | -47.1% |
| YTD | -47.7% | +11.7% | -59.5% | -56.9% |
| 1Y | -48.1% | +17.5% | -65.6% | -60.4% |
| 3Y | -87.1% | +76.6% | -163.6% | -94.2% |
| All | -89.4% | +75.6% | -164.9% | -95.2% |
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