+5,307.1%
AGI vs MTCH
+410.8%
+4,896.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | +7.2% | +15.9% | -8.6% | +5.9% |
| 3M | +4.3% | +23.3% | -19.0% | +2.3% |
| 6M | -27.1% | +40.1% | -67.2% | -29.3% |
| YTD | -6.6% | +33.6% | -40.2% | -9.1% |
| 1Y | +9.5% | +14.1% | -4.6% | +7.9% |
| 3Y | +208.4% | +1.4% | +207.0% | +203.1% |
| 5Y | +401.6% | -73.1% | +474.8% | +434.5% |
| 10Y | +387.3% | +204.8% | +182.6% | +312.2% |
| All | +5,307.1% | +410.8% | +4,896.3% | +3,925.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling