-31.1%
MAT vs SPY
+67.0%
-98.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.6% | +0.4% |
| 7D | -3.3% | -4.7% | +1.4% | +1.2% |
| 30D | -6.0% | -5.9% | -0.1% | -0.5% |
| 3M | +3.5% | -4.5% | +8.1% | +8.1% |
| 6M | +1.7% | +1.8% | -0.1% | -0.8% |
| YTD | -24.5% | +8.3% | -32.9% | -31.0% |
| 1Y | -21.5% | +9.3% | -30.8% | -28.8% |
| 3Y | -22.9% | +74.9% | -97.8% | -56.8% |
| 5Y | -31.1% | +67.3% | -98.4% | -60.7% |
| All | -31.1% | +67.0% | -98.1% | -60.7% |
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