+404.4%
MTZ vs SPXS
-99.5%
+503.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -1.7% |
| 7D | +16.5% | -9.5% | +25.9% | +12.1% |
| 30D | -10.2% | +7.4% | -17.6% | -6.6% |
| 3M | -34.2% | +6.1% | -40.3% | -31.6% |
| 6M | -56.0% | -7.3% | -48.7% | -56.1% |
| YTD | -14.8% | -26.7% | +11.9% | -21.9% |
| 1Y | -7.2% | -26.2% | +18.9% | -14.0% |
| 3Y | +275.8% | -80.3% | +356.1% | +136.4% |
| 5Y | +93.5% | -83.4% | +176.9% | +36.4% |
| All | +404.4% | -99.5% | +503.9% | +2.3% |
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