-0.3%
BA vs MTCH
-73.0%
+72.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +2.5% | -1.8% | +4.3% | +2.9% |
| 30D | -10.1% | +10.4% | -20.5% | -12.3% |
| 3M | -2.4% | +21.0% | -23.4% | -7.1% |
| 6M | -8.8% | +36.6% | -45.4% | -15.7% |
| YTD | -2.9% | +29.7% | -32.6% | -9.5% |
| 1Y | -8.8% | +8.6% | -17.4% | -11.4% |
| 3Y | -0.3% | -2.7% | +2.4% | -3.4% |
| 5Y | -0.3% | -72.9% | +72.6% | +33.9% |
| All | -0.3% | -73.0% | +72.7% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling