-99.8%
BIYA vs MTCH
+39.8%
-139.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.5% |
| 30D | -15.9% | +13.6% | -29.6% | -14.3% |
| 3M | -81.2% | +22.4% | -103.6% | -80.9% |
| 6M | -88.2% | +37.2% | -125.4% | -88.4% |
| YTD | -94.1% | +31.8% | -125.9% | -94.1% |
| 1Y | -98.7% | +12.9% | -111.6% | -98.5% |
| All | -99.8% | +39.8% | -139.6% | -99.8% |
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