+3,307.9%
MTZ vs SPXS
-100.0%
+3,407.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | +0.8% | -11.9% | -10.6% |
| 3M | -36.7% | -4.7% | -32.0% | -37.0% |
| 6M | -21.9% | -29.6% | +7.7% | -30.8% |
| YTD | +9.1% | -29.8% | +38.9% | -2.8% |
| 1Y | +30.0% | -38.9% | +68.9% | +10.9% |
| 3Y | +138.5% | -79.6% | +218.1% | +50.4% |
| 5Y | +158.3% | -85.9% | +244.3% | +67.7% |
| 10Y | +700.8% | -99.5% | +800.3% | +96.3% |
| All | +3,307.9% | -100.0% | +3,407.9% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling