+596.8%
MATX vs SPY
+304.1%
+292.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | -8.1% | -3.7% | -4.4% | -4.7% |
| 3M | -0.6% | -2.7% | +2.1% | +1.9% |
| 6M | +13.7% | +2.2% | +11.5% | +9.8% |
| YTD | +68.9% | +10.8% | +58.0% | +49.1% |
| 1Y | +91.2% | +11.2% | +80.0% | +68.2% |
| 3Y | +134.8% | +76.5% | +58.3% | +22.2% |
| 5Y | +143.2% | +72.9% | +70.3% | +30.1% |
| 10Y | +596.8% | +304.8% | +291.9% | +15.7% |
| All | +596.8% | +304.1% | +292.6% | +15.7% |
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 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