+7.2%
MTX vs SPY
+322.5%
-315.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.9% |
| 7D | -4.1% | -0.8% | -3.3% | -3.2% |
| 30D | -4.7% | -1.1% | -3.6% | -3.5% |
| 3M | -10.8% | +3.9% | -14.7% | -15.1% |
| 6M | +1.3% | +13.6% | -12.3% | -13.5% |
| YTD | +13.4% | +12.7% | +0.8% | -2.3% |
| 1Y | +6.6% | +17.5% | -10.9% | -13.0% |
| 3Y | +25.9% | +76.9% | -51.1% | -38.6% |
| 5Y | -5.9% | +83.6% | -89.5% | -56.7% |
| All | +7.2% | +322.5% | -315.3% | -84.1% |
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 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