+7.6%
MTX vs SPY
+12.1%
-4.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.5% | +2.6% | -3.1% | -2.1% |
| 30D | -2.6% | -2.0% | -0.6% | -1.4% |
| 3M | -15.4% | -2.8% | -12.6% | -13.9% |
| 6M | -25.6% | +2.1% | -27.7% | -26.6% |
| YTD | +1.3% | +11.5% | -10.2% | -6.3% |
| 1Y | +7.6% | +13.5% | -5.8% | -1.1% |
| All | +7.6% | +12.1% | -4.4% | -1.1% |
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