-99.8%
BIYA vs MTCH
+41.7%
-141.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.0% |
| 7D | -1.8% | +1.3% | -3.0% | -1.6% |
| 30D | -17.5% | +15.9% | -33.4% | -15.7% |
| 3M | -78.0% | +23.3% | -101.3% | -77.5% |
| 6M | -89.5% | +40.1% | -129.6% | -89.6% |
| YTD | -94.3% | +33.6% | -127.9% | -94.3% |
| 1Y | -98.6% | +14.1% | -112.7% | -98.5% |
| All | -99.8% | +41.7% | -141.5% | -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 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