+61.6%
AG vs MTCH
+208.0%
-146.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | -6.7% | +1.3% | -8.0% | -7.0% |
| 30D | +2.2% | +15.9% | -13.7% | -1.1% |
| 3M | +15.7% | +23.3% | -7.6% | +10.2% |
| 6M | -23.8% | +40.1% | -63.9% | -29.5% |
| YTD | +17.6% | +33.6% | -16.0% | +9.8% |
| 1Y | +88.6% | +14.1% | +74.5% | +81.5% |
| 3Y | +253.4% | +1.4% | +252.0% | +239.7% |
| 5Y | +62.4% | -73.1% | +135.6% | +92.3% |
| All | +61.6% | +208.0% | -146.4% | +19.1% |
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