+114.1%
AS vs MTCH
+10.6%
+103.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -22.1% | +10.4% | -32.6% | -24.7% |
| 3M | -15.3% | +21.0% | -36.3% | -21.0% |
| 6M | -15.6% | +36.6% | -52.2% | -24.4% |
| YTD | -23.2% | +29.7% | -52.9% | -30.1% |
| 1Y | -21.7% | +8.6% | -30.3% | -24.9% |
| All | +114.1% | +10.6% | +103.5% | +96.0% |
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