+74.6%
BA vs MTCH
+188.8%
-114.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | -11.3% | +12.8% | -24.1% | -14.1% |
| 3M | -3.8% | +20.0% | -23.7% | -8.5% |
| 6M | -8.3% | +34.7% | -43.0% | -15.4% |
| YTD | -4.9% | +30.6% | -35.5% | -12.0% |
| 1Y | -10.1% | +10.9% | -21.0% | -13.4% |
| 3Y | -2.3% | -2.0% | -0.3% | -6.2% |
| 5Y | -3.5% | -72.6% | +69.1% | +25.2% |
| 10Y | +74.6% | +197.9% | -123.3% | +35.6% |
| All | +74.6% | +188.8% | -114.2% | +35.6% |
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