+34.5%
CMS vs MTCH
-70.4%
+104.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 6M | -1.8% | +16.6% | -18.4% | -2.8% |
| YTD | +3.8% | +31.8% | -28.0% | +1.8% |
| 1Y | -1.8% | +30.8% | -32.6% | -3.7% |
| 3Y | +39.8% | +49.6% | -9.8% | +35.1% |
| All | +34.5% | -70.4% | +104.9% | +33.9% |
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