+156.5%
MTZ vs SPXS
-80.8%
+237.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.8% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | +0.8% | -11.9% | -10.5% |
| 3M | -36.7% | -4.7% | -32.0% | -37.2% |
| 6M | -21.9% | -29.6% | +7.7% | -33.3% |
| YTD | +9.1% | -29.8% | +38.9% | -6.4% |
| 1Y | +30.0% | -38.9% | +68.9% | +5.4% |
| All | +156.5% | -80.8% | +237.2% | +45.1% |
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 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