+166.4%
MTZ vs SPXS
-85.9%
+252.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +4.5% |
| 7D | +3.6% | -1.5% | +5.1% | +2.8% |
| 30D | -9.6% | +3.7% | -13.3% | -8.1% |
| 3M | -31.9% | -9.6% | -22.4% | -34.0% |
| 6M | -13.8% | -32.4% | +18.6% | -25.2% |
| YTD | +13.3% | -28.7% | +41.9% | +1.3% |
| 1Y | +39.3% | -38.1% | +77.4% | +19.2% |
| 3Y | +168.3% | -80.1% | +248.5% | +72.0% |
| 5Y | +166.4% | -85.9% | +252.3% | +73.6% |
| All | +166.4% | -85.9% | +252.3% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling