+4,511.3%
MATX vs SPY
+2,945.2%
+1,566.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.6% | +5.2% |
| 7D | -5.8% | -4.7% | -1.1% | -1.8% |
| 30D | -4.9% | -5.9% | +1.1% | +0.3% |
| 3M | +4.3% | -4.5% | +8.8% | +8.4% |
| 6M | +14.6% | +1.8% | +12.9% | +12.0% |
| YTD | +74.1% | +8.3% | +65.8% | +61.1% |
| 1Y | +96.6% | +9.3% | +87.2% | +80.3% |
| 3Y | +149.2% | +74.9% | +74.4% | +48.8% |
| 5Y | +154.6% | +67.3% | +87.3% | +59.8% |
| 10Y | +539.5% | +311.6% | +228.0% | +86.8% |
| All | +4,511.3% | +2,945.2% | +1,566.1% | +392.1% |
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