+874.4%
BAH vs MTCH
+480.4%
+393.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | -4.3% | -1.8% | -2.5% | -4.1% |
| 30D | -4.5% | +10.4% | -14.9% | -5.8% |
| 3M | -7.6% | +21.0% | -28.6% | -10.1% |
| 6M | -10.6% | +36.6% | -47.2% | -14.5% |
| YTD | -12.6% | +29.7% | -42.2% | -15.8% |
| 1Y | -27.0% | +8.6% | -35.6% | -28.1% |
| 3Y | -31.5% | -2.7% | -28.8% | -32.8% |
| 5Y | -3.8% | -72.9% | +69.1% | +9.2% |
| 10Y | +183.9% | +185.0% | -1.1% | +111.9% |
| All | +874.4% | +480.4% | +393.9% | +510.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling