-54.4%
MATV vs SPY
+307.0%
-361.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | +0.8% | +2.6% | -1.8% | -1.9% |
| 30D | +1.7% | -2.0% | +3.7% | +3.7% |
| 3M | -1.7% | -2.8% | +1.1% | +1.0% |
| 6M | +37.8% | +2.1% | +35.7% | +34.1% |
| YTD | 0.0% | +11.5% | -11.5% | -11.6% |
| 1Y | -7.1% | +13.5% | -20.6% | -19.3% |
| 3Y | +2.6% | +77.7% | -75.1% | -41.3% |
| 5Y | -56.8% | +72.6% | -129.4% | -74.8% |
| All | -54.4% | +307.0% | -361.4% | -88.3% |
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 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