+117.7%
CMS vs MTCH
+203.9%
-86.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | -2.8% | +13.6% | -16.4% | -3.6% |
| 3M | -7.1% | +22.4% | -29.5% | -8.5% |
| 6M | -10.0% | +37.2% | -47.2% | -12.2% |
| YTD | -0.9% | +31.8% | -32.7% | -3.1% |
| 1Y | -2.0% | +12.9% | -14.9% | -3.2% |
| 3Y | +33.0% | -1.1% | +34.1% | +31.3% |
| 5Y | +24.3% | -73.5% | +97.8% | +31.5% |
| All | +117.7% | +203.9% | -86.1% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling