-41.6%
MTLS vs SPY
+364.0%
-405.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.0% |
| 7D | -6.0% | -2.7% | -3.3% | -2.6% |
| 30D | -20.6% | -5.4% | -15.2% | -15.1% |
| 3M | 0.0% | -4.1% | +4.1% | +5.1% |
| 6M | +20.1% | +0.7% | +19.4% | +19.1% |
| YTD | +21.6% | +8.7% | +13.0% | +10.2% |
| 1Y | +15.2% | +10.9% | +4.3% | +1.9% |
| 3Y | +17.4% | +75.0% | -57.6% | -39.3% |
| 5Y | -74.1% | +67.8% | -141.9% | -85.4% |
| 10Y | +6.0% | +312.9% | -306.9% | -73.6% |
| All | -41.6% | +364.0% | -405.6% | -87.3% |
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