+776.7%
MATW vs SPY
+2,872.3%
-2,095.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +2.1% |
| 7D | +6.8% | -0.7% | +7.5% | +7.4% |
| 30D | +5.1% | -1.0% | +6.2% | +5.9% |
| 3M | -27.2% | -0.3% | -26.8% | -27.1% |
| 6M | -24.3% | +7.3% | -31.7% | -28.8% |
| YTD | -19.9% | +13.3% | -33.2% | -27.7% |
| 1Y | -8.5% | +14.8% | -23.2% | -18.4% |
| 3Y | -37.2% | +82.9% | -120.1% | -61.2% |
| 5Y | -37.2% | +75.6% | -112.8% | -60.1% |
| 10Y | -55.0% | +330.5% | -385.6% | -85.0% |
| All | +776.7% | +2,872.3% | -2,095.6% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling