-5.3%
MATV vs SPY
+9.9%
-15.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.6% |
| 7D | +3.2% | -2.7% | +5.9% | +5.3% |
| 30D | -1.8% | -5.4% | +3.5% | +3.1% |
| 3M | +1.0% | -4.1% | +5.1% | +4.5% |
| 6M | +28.4% | +0.7% | +27.7% | +25.2% |
| YTD | -0.8% | +8.7% | -9.4% | -12.9% |
| 1Y | -5.3% | +10.9% | -16.2% | -19.7% |
| All | -5.3% | +9.9% | -15.2% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling