-10.8%
BA vs MTCH
+37.1%
-48.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.7% | -6.6% | +4.9% | -0.5% |
| 30D | -9.5% | -4.4% | -5.1% | -8.7% |
| 3M | -26.5% | +6.0% | -32.5% | -27.3% |
| 6M | -27.4% | +7.4% | -34.8% | -28.5% |
| YTD | -20.6% | +24.5% | -45.1% | -24.0% |
| 1Y | -11.4% | +22.3% | -33.7% | -15.0% |
| 3Y | -10.8% | +42.4% | -53.2% | -17.4% |
| All | -10.8% | +37.1% | -48.0% | -17.4% |
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 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