+61.2%
BROS vs MTCH
-2.2%
+63.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | -6.1% | -1.4% | -4.6% | -5.8% |
| 30D | -12.4% | +13.6% | -26.0% | -14.3% |
| 3M | -27.9% | +22.4% | -50.3% | -30.5% |
| 6M | -16.8% | +37.2% | -54.0% | -20.7% |
| YTD | -29.0% | +31.8% | -60.8% | -32.1% |
| 1Y | -33.2% | +12.9% | -46.1% | -35.5% |
| All | +61.2% | -2.2% | +63.5% | +50.1% |
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