+2,616.2%
MTZ vs SPXS
-100.0%
+2,716.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -7.0% | +15.6% | +5.5% |
| 7D | -2.4% | -1.5% | -0.9% | -2.6% |
| 30D | -11.1% | +9.6% | -20.7% | -6.9% |
| 3M | -30.6% | +8.5% | -39.1% | -27.4% |
| 6M | -54.4% | -5.8% | -48.6% | -54.3% |
| YTD | -13.0% | -25.4% | +12.3% | -19.7% |
| 1Y | -5.7% | -28.8% | +23.1% | -14.0% |
| 3Y | +297.2% | -80.9% | +378.1% | +144.3% |
| 5Y | +95.9% | -83.1% | +179.0% | +37.8% |
| 10Y | +492.6% | -99.5% | +592.1% | +49.7% |
| All | +2,616.2% | -100.0% | +2,716.2% | +94.5% |
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