-44.1%
MTRX vs SPY
+322.5%
-366.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +1.4% |
| 7D | -0.1% | -0.8% | +0.7% | +0.8% |
| 30D | -9.6% | -1.1% | -8.6% | -8.5% |
| 3M | -21.2% | +3.9% | -25.1% | -24.7% |
| 6M | 0.0% | +13.6% | -13.6% | -13.7% |
| YTD | -9.3% | +12.7% | -22.0% | -20.8% |
| 1Y | -18.7% | +17.5% | -36.2% | -32.1% |
| 3Y | +33.1% | +76.9% | -43.8% | -29.3% |
| 5Y | +0.2% | +83.6% | -83.4% | -49.3% |
| All | -44.1% | +322.5% | -366.5% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling