-69.8%
MTLS vs SPY
+82.0%
-151.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.0% |
| 30D | +9.9% | +0.1% | +9.8% | +9.8% |
| 3M | +11.2% | +2.0% | +9.2% | +7.9% |
| 6M | +41.6% | +13.0% | +28.5% | +18.6% |
| YTD | +34.4% | +13.5% | +20.9% | +11.9% |
| 1Y | +50.1% | +20.0% | +30.1% | +15.4% |
| 3Y | +12.9% | +77.2% | -64.3% | -52.5% |
| All | -69.8% | +82.0% | -151.9% | -87.0% |
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 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