+202.5%
BAH vs MTCH
+208.0%
-5.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +4.3% | +1.3% | +3.0% | +4.1% |
| 30D | -2.5% | +15.9% | -18.3% | -4.4% |
| 3M | -0.9% | +23.3% | -24.2% | -3.8% |
| 6M | +1.5% | +40.1% | -38.7% | -3.2% |
| YTD | -8.0% | +33.6% | -41.6% | -11.6% |
| 1Y | -24.7% | +14.1% | -38.8% | -26.4% |
| 3Y | -28.4% | +1.4% | -29.8% | -30.1% |
| 5Y | +2.8% | -73.1% | +75.9% | +16.6% |
| All | +202.5% | +208.0% | -5.5% | +140.3% |
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