-3.8%
MTZ vs SPXS
-26.2%
+22.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -0.6% |
| 7D | +5.0% | -7.5% | +12.5% | +1.5% |
| 30D | -6.0% | +5.3% | -11.3% | -2.7% |
| 3M | -36.1% | +9.7% | -45.8% | -31.8% |
| 6M | -56.9% | -4.6% | -52.3% | -56.9% |
| YTD | -15.9% | -25.8% | +9.9% | -24.8% |
| 1Y | -3.8% | -28.8% | +24.9% | -15.9% |
| All | -3.8% | -26.2% | +22.3% | -15.9% |
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