+23.6%
CMS vs MTCH
-72.5%
+96.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.2% | -2.4% | +2.5% | +0.3% |
| 30D | -1.3% | +12.8% | -14.1% | -2.0% |
| 3M | -5.4% | +20.0% | -25.3% | -6.4% |
| 6M | -10.3% | +34.7% | -45.1% | -12.0% |
| YTD | -0.2% | +30.6% | -30.8% | -2.0% |
| 1Y | -0.9% | +10.9% | -11.8% | -1.7% |
| 3Y | +34.0% | -2.0% | +36.0% | +32.1% |
| 5Y | +23.6% | -72.6% | +96.2% | +20.1% |
| All | +23.6% | -72.5% | +96.1% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling