-47.6%
MAT vs SPY
+312.9%
-360.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -0.5% | -2.7% | +2.2% | +2.3% |
| 30D | -6.2% | -5.4% | -0.8% | -1.1% |
| 3M | +5.9% | -4.1% | +10.0% | +10.3% |
| 6M | +1.8% | +0.7% | +1.1% | +0.4% |
| YTD | -22.6% | +8.7% | -31.3% | -29.5% |
| 1Y | -17.8% | +10.9% | -28.7% | -26.6% |
| 3Y | -20.2% | +75.0% | -95.2% | -55.3% |
| 5Y | -29.4% | +67.8% | -97.2% | -58.6% |
| All | -47.6% | +312.9% | -360.4% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling