-89.7%
MIRA vs SPY
+78.4%
-168.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.3% |
| 30D | +16.1% | +0.1% | +16.1% | +15.8% |
| 3M | -27.9% | +2.0% | -29.9% | -30.9% |
| 6M | -37.4% | +13.0% | -50.4% | -49.0% |
| YTD | -49.4% | +13.5% | -62.9% | -59.2% |
| 1Y | -44.6% | +20.0% | -64.6% | -59.0% |
| 3Y | -87.6% | +77.2% | -164.8% | -94.5% |
| All | -89.7% | +78.4% | -168.1% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling