+606.1%
COST vs MTCH
+208.0%
+398.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | -4.7% | +15.9% | -20.6% | -6.3% |
| 3M | -7.1% | +23.3% | -30.4% | -9.5% |
| 6M | -8.5% | +40.1% | -48.7% | -12.3% |
| YTD | +5.4% | +33.6% | -28.2% | +1.4% |
| 1Y | -5.6% | +14.1% | -19.7% | -7.6% |
| 3Y | +68.5% | +1.4% | +67.1% | +64.4% |
| 5Y | +105.2% | -73.1% | +178.4% | +127.4% |
| All | +606.1% | +208.0% | +398.0% | +507.4% |
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