-74.0%
MTLS vs SPY
+74.0%
-148.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.4% |
| 7D | -1.1% | +3.3% | -4.3% | -5.4% |
| 30D | -18.9% | -2.7% | -16.3% | -15.8% |
| 3M | -3.1% | -1.7% | -1.3% | -0.8% |
| 6M | +13.6% | +3.1% | +10.5% | +8.7% |
| YTD | +18.7% | +11.9% | +6.8% | +1.1% |
| 1Y | +10.8% | +12.0% | -1.2% | -5.9% |
| 3Y | +18.1% | +78.2% | -60.1% | -50.1% |
| 5Y | -74.0% | +73.2% | -147.3% | -87.5% |
| All | -74.0% | +74.0% | -148.1% | -87.5% |
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