-0.3%
MATV vs SPY
+78.4%
-78.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.1% |
| 7D | +8.1% | -0.6% | +8.6% | +8.6% |
| 30D | +4.1% | -3.7% | +7.7% | +9.9% |
| 3M | -4.9% | -2.7% | -2.2% | -1.4% |
| 6M | +33.4% | +2.2% | +31.3% | +26.8% |
| YTD | +2.4% | +10.8% | -8.4% | -15.9% |
| 1Y | +0.3% | +11.2% | -10.9% | -18.0% |
| 3Y | -0.3% | +76.5% | -76.7% | -80.9% |
| All | -0.3% | +78.4% | -78.6% | -80.9% |
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