-60.8%
MATW vs SPY
+304.1%
-365.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.5% |
| 30D | +5.6% | -3.7% | +9.3% | +9.4% |
| 3M | -14.5% | -2.7% | -11.7% | -12.4% |
| 6M | -28.8% | +2.2% | -30.9% | -30.8% |
| YTD | -22.5% | +10.8% | -33.4% | -30.7% |
| 1Y | -12.5% | +11.2% | -23.7% | -22.2% |
| 3Y | -41.0% | +76.5% | -117.5% | -67.3% |
| 5Y | -41.0% | +72.9% | -113.9% | -66.9% |
| 10Y | -60.8% | +304.8% | -365.7% | -91.0% |
| All | -60.8% | +304.1% | -365.0% | -91.0% |
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