+140.2%
CMS vs MTCH
+142.9%
-2.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | +1.7% | +6.7% | -4.9% | +1.3% |
| 30D | +6.2% | -1.8% | +8.0% | +6.2% |
| 3M | +0.6% | +12.2% | -11.6% | -0.3% |
| 6M | -1.8% | +16.6% | -18.4% | -3.0% |
| YTD | +3.8% | +31.8% | -28.0% | +1.5% |
| 1Y | -1.8% | +30.8% | -32.6% | -3.9% |
| 3Y | +39.8% | +49.6% | -9.8% | +34.4% |
| 5Y | +37.1% | -70.3% | +107.5% | +43.7% |
| All | +140.2% | +142.9% | -2.7% | +119.8% |
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 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