-10.0%
MTZ vs SPXS
-26.0%
+16.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.8% |
| 7D | -8.7% | +0.4% | -9.1% | -8.3% |
| 30D | -15.0% | +10.8% | -25.8% | -9.4% |
| 3M | -32.6% | +9.6% | -42.2% | -28.2% |
| 6M | -56.3% | -4.7% | -51.6% | -56.5% |
| YTD | -16.8% | -24.6% | +7.7% | -25.2% |
| 1Y | -10.0% | -24.6% | +14.5% | -18.1% |
| All | -10.0% | -26.0% | +16.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling