-93.0%
MATH vs SPY
+240.0%
-333.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.5% |
| 7D | +22.7% | -0.4% | +23.1% | +22.8% |
| 30D | +10.6% | -1.4% | +11.9% | +11.0% |
| 3M | -3.1% | +3.7% | -6.8% | -4.2% |
| 6M | -17.8% | +13.0% | -30.8% | -20.8% |
| YTD | -54.2% | +12.4% | -66.6% | -55.8% |
| 1Y | -71.0% | +18.5% | -89.6% | -72.4% |
| 3Y | -29.8% | +77.6% | -107.4% | -38.5% |
| 5Y | -27.7% | +81.7% | -109.4% | -36.6% |
| All | -93.0% | +240.0% | -333.0% | -95.5% |
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