+4,764.0%
MATX vs SPY
+3,091.8%
+1,672.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +10.0% | +0.1% | +9.9% | +9.9% |
| 3M | +20.7% | +2.0% | +18.7% | +18.2% |
| 6M | +35.3% | +13.0% | +22.3% | +20.6% |
| YTD | +83.7% | +13.5% | +70.1% | +63.3% |
| 1Y | +118.1% | +20.0% | +98.2% | +84.6% |
| 3Y | +161.7% | +77.2% | +84.5% | +54.9% |
| 5Y | +188.3% | +81.9% | +106.4% | +68.1% |
| 10Y | +538.6% | +314.1% | +224.6% | +85.8% |
| All | +4,764.0% | +3,091.8% | +1,672.2% | +398.9% |
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