+463.5%
BTSG vs MTCH
+13.7%
+449.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +2.9% | -2.4% | +5.3% | +3.5% |
| 30D | +0.9% | +12.8% | -11.9% | -2.1% |
| 3M | +1.6% | +20.0% | -18.3% | -3.4% |
| 6M | +46.8% | +34.7% | +12.1% | +35.4% |
| YTD | +65.5% | +30.6% | +35.0% | +53.7% |
| 1Y | +136.2% | +10.9% | +125.3% | +127.0% |
| All | +463.5% | +13.7% | +449.8% | +399.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling