+37.5%
MTZ vs SPXS
-37.2%
+74.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -1.4% |
| 7D | +2.3% | +1.2% | +1.0% | +3.0% |
| 30D | -10.3% | +5.2% | -15.5% | -7.4% |
| 3M | -31.8% | -9.2% | -22.7% | -34.7% |
| 6M | -19.2% | -29.6% | +10.4% | -31.5% |
| YTD | +10.7% | -27.6% | +38.4% | -4.2% |
| 1Y | +37.5% | -36.7% | +74.3% | +10.3% |
| All | +37.5% | -37.2% | +74.7% | +10.3% |
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 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