-36.0%
MATH vs SPY
+77.0%
-113.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -9.0% | -9.1% |
| 7D | -5.7% | -0.6% | -5.1% | -5.4% |
| 30D | -10.2% | -3.7% | -6.5% | -7.8% |
| 3M | +7.4% | -2.7% | +10.1% | +9.3% |
| 6M | -1.8% | +2.2% | -4.0% | -3.8% |
| YTD | -55.5% | +10.8% | -66.4% | -59.0% |
| 1Y | -64.1% | +11.2% | -75.3% | -66.9% |
| All | -36.0% | +77.0% | -113.1% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling