+4,519.6%
MATX vs SPY
+2,945.2%
+1,574.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +5.4% |
| 7D | -5.6% | -4.7% | -0.9% | -1.6% |
| 30D | -4.7% | -5.9% | +1.2% | +0.5% |
| 3M | +4.4% | -4.5% | +9.0% | +8.6% |
| 6M | +14.9% | +1.8% | +13.1% | +12.2% |
| YTD | +74.5% | +8.3% | +66.1% | +61.4% |
| 1Y | +96.9% | +9.3% | +87.6% | +80.6% |
| 3Y | +149.7% | +74.9% | +74.8% | +49.0% |
| 5Y | +155.0% | +67.3% | +87.8% | +60.1% |
| 10Y | +540.7% | +311.6% | +229.1% | +87.2% |
| All | +4,519.6% | +2,945.2% | +1,574.4% | +393.0% |
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