-92.9%
MATH vs SPY
+243.5%
-336.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.0% | -0.4% | +17.4% | +17.2% |
| 7D | +18.6% | +0.1% | +18.5% | +18.6% |
| 30D | +5.5% | +0.1% | +5.5% | +5.5% |
| 3M | +12.1% | +2.0% | +10.1% | +11.3% |
| 6M | -20.7% | +13.0% | -33.7% | -23.6% |
| YTD | -53.6% | +13.5% | -67.1% | -55.3% |
| 1Y | -69.8% | +20.0% | -89.8% | -71.4% |
| 3Y | -34.1% | +77.2% | -111.3% | -42.4% |
| 5Y | -26.7% | +81.9% | -108.6% | -35.7% |
| All | -92.9% | +243.5% | -336.4% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling