-40.2%
MTRX vs SPY
+14.6%
-54.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.1% | -7.1% |
| 7D | -7.9% | -0.7% | -7.2% | -6.8% |
| 30D | -12.4% | -1.0% | -11.3% | -10.7% |
| 3M | -25.0% | -0.3% | -24.7% | -24.5% |
| 6M | -31.9% | +7.3% | -39.3% | -39.1% |
| YTD | -22.0% | +13.3% | -35.3% | -35.5% |
| 1Y | -40.2% | +14.8% | -55.0% | -52.1% |
| All | -40.2% | +14.6% | -54.8% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling