-54.1%
MATV vs SPY
+67.0%
-121.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.6% | +7.4% |
| 7D | +9.9% | -4.7% | +14.6% | +16.0% |
| 30D | +1.2% | -5.9% | +7.1% | +8.4% |
| 3M | +30.2% | -4.5% | +34.8% | +36.9% |
| 6M | +37.9% | +1.8% | +36.1% | +33.8% |
| YTD | +4.8% | +8.3% | -3.5% | -5.7% |
| 1Y | +21.9% | +9.3% | +12.6% | +8.3% |
| 3Y | -1.2% | +74.9% | -76.0% | -44.1% |
| 5Y | -54.1% | +67.3% | -121.4% | -73.4% |
| All | -54.1% | +67.0% | -121.1% | -73.4% |
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