-63.3%
MATW vs SPY
+307.0%
-370.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -2.7% | +2.6% | -5.3% | -5.2% |
| 30D | +0.6% | -2.0% | +2.6% | +2.5% |
| 3M | -18.8% | -2.8% | -16.0% | -16.7% |
| 6M | -31.6% | +2.1% | -33.8% | -33.6% |
| YTD | -25.9% | +11.5% | -37.4% | -34.1% |
| 1Y | -23.7% | +13.5% | -37.1% | -33.4% |
| 3Y | -43.3% | +77.7% | -121.0% | -68.8% |
| 5Y | -43.0% | +72.6% | -115.6% | -67.9% |
| All | -63.3% | +307.0% | -370.3% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling