+940.2%
CMS vs MTCH
+14,607.2%
-13,666.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -3.6% | +9.7% | -13.3% | -4.3% |
| 3M | -1.9% | +21.1% | -23.0% | -3.4% |
| 6M | -11.0% | +37.5% | -48.5% | -13.3% |
| YTD | +0.2% | +31.9% | -31.7% | -2.2% |
| 1Y | -1.3% | +14.6% | -15.9% | -2.8% |
| 3Y | +35.9% | -6.2% | +42.1% | +34.6% |
| 5Y | +23.1% | -70.6% | +93.7% | +30.3% |
| 10Y | +117.9% | +185.6% | -67.7% | +85.3% |
| All | +940.2% | +14,607.2% | -13,666.9% | +739.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling