-51.1%
MATV vs SPY
+311.8%
-362.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +1.1% |
| 7D | +2.3% | -0.9% | +3.2% | +3.1% |
| 30D | +10.1% | -2.4% | +12.5% | +12.7% |
| 3M | -2.5% | -1.2% | -1.3% | -1.6% |
| 6M | +44.2% | +3.3% | +40.9% | +38.6% |
| YTD | +5.0% | +12.3% | -7.3% | -7.9% |
| 1Y | -2.1% | +12.4% | -14.6% | -14.1% |
| 3Y | +2.3% | +78.8% | -76.5% | -41.9% |
| 5Y | -54.1% | +75.2% | -129.3% | -73.6% |
| 10Y | -51.1% | +311.1% | -362.2% | -87.5% |
| All | -51.1% | +311.8% | -362.9% | -87.5% |
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