+1.9%
BAH vs MTCH
-73.3%
+75.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | -0.9% | +23.3% | -24.2% | -3.3% |
| 6M | +1.5% | +40.1% | -38.7% | -2.4% |
| YTD | -8.0% | +33.6% | -41.6% | -11.0% |
| 1Y | -24.7% | +14.1% | -38.8% | -26.3% |
| 3Y | -28.4% | +1.4% | -29.8% | -30.0% |
| All | +1.9% | -73.3% | +75.1% | +10.2% |
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