-23.1%
MATH vs SPY
+81.8%
-104.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.2% | +5.8% |
| 7D | +28.7% | +0.5% | +28.2% | +28.5% |
| 30D | +15.3% | -0.9% | +16.3% | +15.7% |
| 3M | +12.8% | +3.9% | +8.9% | +11.2% |
| 6M | -14.2% | +14.5% | -28.7% | -18.2% |
| YTD | -51.0% | +12.9% | -63.9% | -53.0% |
| 1Y | -67.9% | +19.4% | -87.3% | -69.7% |
| 3Y | -24.8% | +78.5% | -103.3% | -31.5% |
| 5Y | -23.1% | +81.8% | -104.9% | -22.4% |
| All | -23.1% | +81.8% | -104.9% | -22.4% |
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 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