-40.6%
MATW vs SPY
+67.0%
-107.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.9% | +1.2% |
| 7D | +2.4% | -4.7% | +7.1% | +6.6% |
| 30D | +2.0% | -5.9% | +7.9% | +7.2% |
| 3M | -27.1% | -4.5% | -22.6% | -24.4% |
| 6M | -29.3% | +1.8% | -31.1% | -30.9% |
| YTD | -21.9% | +8.3% | -30.3% | -27.7% |
| 1Y | -10.8% | +9.3% | -20.2% | -18.3% |
| 3Y | -38.8% | +74.9% | -113.7% | -62.2% |
| 5Y | -40.6% | +67.3% | -107.9% | -61.2% |
| All | -40.6% | +67.0% | -107.6% | -61.2% |
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