-91.1%
MIRA vs SPY
+75.2%
-166.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.4% |
| 7D | +15.6% | +2.6% | +13.0% | +11.4% |
| 30D | -3.2% | -2.0% | -1.2% | -0.2% |
| 3M | -12.0% | -2.8% | -9.2% | -8.3% |
| 6M | -32.0% | +2.1% | -34.2% | -35.0% |
| YTD | -56.3% | +11.5% | -67.8% | -63.7% |
| 1Y | -50.7% | +13.5% | -64.2% | -60.2% |
| 3Y | -56.9% | +77.7% | -134.6% | -81.9% |
| All | -91.1% | +75.2% | -166.3% | -96.0% |
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 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