+1.0%
MATV vs SPY
+74.5%
-73.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.6% | +9.1% |
| 7D | +9.9% | -4.7% | +14.6% | +18.0% |
| 30D | +1.2% | -5.9% | +7.1% | +10.8% |
| 3M | +30.2% | -4.5% | +34.8% | +39.0% |
| 6M | +37.9% | +1.8% | +36.1% | +31.3% |
| YTD | +4.8% | +8.3% | -3.5% | -10.5% |
| 1Y | +21.9% | +9.3% | +12.6% | +2.1% |
| All | +1.0% | +74.5% | -73.5% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling