+297.2%
MTZ vs SPXS
-80.3%
+377.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -7.0% | +15.6% | +4.7% |
| 7D | -2.4% | -1.5% | -0.9% | -2.8% |
| 30D | -11.1% | +9.6% | -20.7% | -5.7% |
| 3M | -30.6% | +8.5% | -39.1% | -26.5% |
| 6M | -54.4% | -5.8% | -48.6% | -54.5% |
| YTD | -13.0% | -25.4% | +12.3% | -22.1% |
| 1Y | -5.7% | -28.8% | +23.1% | -17.0% |
| 3Y | +297.2% | -80.9% | +378.1% | +91.9% |
| All | +297.2% | -80.3% | +377.5% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling