-56.9%
MATV vs SPY
+82.0%
-138.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.2% |
| 30D | +33.4% | +0.1% | +33.3% | +33.3% |
| 3M | +66.2% | +2.0% | +64.2% | +61.9% |
| 6M | +30.1% | +13.0% | +17.1% | +12.0% |
| YTD | +7.4% | +13.5% | -6.2% | -8.1% |
| 1Y | +9.1% | +20.0% | -10.8% | -12.6% |
| 3Y | -14.7% | +77.2% | -91.8% | -52.6% |
| All | -56.9% | +82.0% | -138.9% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling