-15.1%
MAT vs SPY
+14.6%
-29.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.0% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | -3.0% | -1.0% | -2.0% | -2.5% |
| 3M | +4.8% | -0.3% | +5.1% | +4.9% |
| 6M | +4.8% | +7.3% | -2.5% | -0.5% |
| YTD | -21.5% | +13.3% | -34.8% | -29.1% |
| 1Y | -15.1% | +14.8% | -29.8% | -24.0% |
| All | -15.1% | +14.6% | -29.7% | -24.0% |
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 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