+442.2%
MTZ vs SPXS
-99.5%
+541.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.9% |
| 7D | -8.7% | +0.4% | -9.1% | -8.1% |
| 30D | -15.0% | +10.8% | -25.8% | -10.5% |
| 3M | -32.6% | +9.6% | -42.2% | -29.1% |
| 6M | -56.3% | -4.7% | -51.6% | -56.1% |
| YTD | -16.8% | -24.6% | +7.7% | -22.8% |
| 1Y | -10.0% | -24.6% | +14.5% | -15.9% |
| 3Y | +267.1% | -79.8% | +346.9% | +133.7% |
| 5Y | +89.9% | -83.3% | +173.2% | +34.1% |
| 10Y | +442.2% | -99.5% | +541.7% | +18.1% |
| All | +442.2% | -99.5% | +541.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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