+117.0%
AA vs MTCH
+208.0%
-91.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.5% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | -5.8% | +15.9% | -21.7% | -9.9% |
| 3M | -29.9% | +23.3% | -53.2% | -34.5% |
| 6M | -27.0% | +40.1% | -67.2% | -34.8% |
| YTD | -8.7% | +33.6% | -42.3% | -17.7% |
| 1Y | +50.6% | +14.1% | +36.6% | +42.1% |
| 3Y | +74.1% | +1.4% | +72.6% | +65.6% |
| 5Y | +2.6% | -73.1% | +75.7% | +30.3% |
| All | +117.0% | +208.0% | -91.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling