+0.4%
CMS vs MTCH
+27.4%
-27.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +1.4% |
| 7D | +4.1% | -4.4% | +8.5% | +4.0% |
| 30D | +10.9% | -0.3% | +11.2% | +10.9% |
| 3M | -0.2% | -2.0% | +1.8% | -0.3% |
| 6M | -4.7% | +6.4% | -11.2% | -4.6% |
| YTD | +3.9% | +27.3% | -23.5% | +4.6% |
| 1Y | +0.4% | +30.3% | -30.0% | +1.0% |
| All | +0.4% | +27.4% | -27.1% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling