+138.3%
MATX vs SPY
+72.1%
+66.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -1.5% | +2.6% | -4.1% | -4.2% |
| 30D | -11.3% | -2.0% | -9.3% | -9.8% |
| 3M | -2.2% | -2.8% | +0.6% | +0.2% |
| 6M | +15.2% | +2.1% | +13.1% | +11.6% |
| YTD | +70.2% | +11.5% | +58.7% | +50.2% |
| 1Y | +97.3% | +13.5% | +83.8% | +70.8% |
| 3Y | +137.0% | +77.7% | +59.3% | +26.7% |
| All | +138.3% | +72.1% | +66.2% | +28.7% |
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 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