+123.4%
AS vs MTCH
+12.4%
+111.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -4.9% | +6.7% | -11.5% | -6.8% |
| 30D | +3.9% | -1.8% | +5.7% | +4.2% |
| 3M | -9.6% | +12.2% | -21.8% | -13.4% |
| 6M | -8.7% | +16.6% | -25.3% | -14.1% |
| YTD | -19.8% | +31.8% | -51.7% | -27.8% |
| 1Y | -1.5% | +30.8% | -32.4% | -11.3% |
| All | +123.4% | +12.4% | +111.0% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling