-40.6%
MATW vs SPY
+71.5%
-112.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +5.7% | -3.3% | +9.1% | +8.7% |
| 3M | -16.1% | -2.4% | -13.6% | -14.5% |
| 6M | -28.7% | +2.6% | -31.2% | -30.6% |
| YTD | -22.4% | +11.2% | -33.7% | -29.7% |
| 1Y | -11.0% | +13.4% | -24.4% | -20.9% |
| 3Y | -39.1% | +79.9% | -119.0% | -63.2% |
| 5Y | -40.6% | +72.2% | -112.8% | -62.4% |
| All | -40.6% | +71.5% | -112.0% | -62.4% |
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