+384.7%
AGI vs MTCH
-73.3%
+458.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +7.2% | +15.9% | -8.6% | +5.4% |
| 3M | +4.3% | +23.3% | -19.0% | +1.4% |
| 6M | -27.1% | +40.1% | -67.2% | -30.2% |
| YTD | -6.6% | +33.6% | -40.2% | -10.2% |
| 1Y | +9.5% | +14.1% | -4.6% | +7.0% |
| 3Y | +208.4% | +1.4% | +207.0% | +202.1% |
| All | +384.7% | -73.3% | +458.0% | +430.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling