-69.8%
MATH vs SPY
+20.8%
-90.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.0% | -0.4% | +17.4% | +17.3% |
| 7D | +18.6% | +0.1% | +18.5% | +18.4% |
| 30D | +5.5% | +0.1% | +5.4% | +5.3% |
| 3M | +12.0% | +2.0% | +10.0% | +9.6% |
| 6M | -20.8% | +13.0% | -33.8% | -30.1% |
| YTD | -53.6% | +13.5% | -67.1% | -58.9% |
| 1Y | -69.8% | +20.0% | -89.8% | -72.8% |
| All | -69.8% | +20.8% | -90.7% | -72.8% |
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