-58.4%
MATW vs SPY
+312.9%
-371.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.7% |
| 7D | +0.3% | -2.7% | +3.0% | +3.0% |
| 30D | -1.3% | -5.4% | +4.1% | +4.1% |
| 3M | -29.4% | -4.1% | -25.3% | -26.6% |
| 6M | -29.8% | +0.7% | -30.5% | -30.8% |
| YTD | -23.8% | +8.7% | -32.5% | -30.5% |
| 1Y | -13.5% | +10.9% | -24.4% | -22.9% |
| 3Y | -40.4% | +75.0% | -115.4% | -66.7% |
| 5Y | -42.0% | +67.8% | -109.8% | -66.4% |
| All | -58.4% | +312.9% | -371.2% | -90.8% |
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 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