-61.8%
MATW vs SPY
+311.8%
-373.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.1% |
| 30D | +5.8% | -2.4% | +8.2% | +8.2% |
| 3M | -16.0% | -1.2% | -14.9% | -15.3% |
| 6M | -28.2% | +3.3% | -31.5% | -31.0% |
| YTD | -22.2% | +12.3% | -34.5% | -31.3% |
| 1Y | -13.0% | +12.4% | -25.4% | -23.5% |
| 3Y | -40.8% | +78.8% | -119.6% | -67.6% |
| 5Y | -41.0% | +75.2% | -116.1% | -67.3% |
| 10Y | -61.8% | +311.1% | -372.9% | -91.5% |
| All | -61.8% | +311.8% | -373.5% | -91.5% |
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