+55.6%
CSGP vs MTCH
+143.8%
-88.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -6.1% | +6.7% | -12.8% | -7.8% |
| 30D | +0.3% | -1.4% | +1.7% | +0.7% |
| 3M | -1.3% | +14.8% | -16.1% | -5.0% |
| 6M | -8.9% | +19.4% | -28.3% | -13.4% |
| YTD | -55.2% | +32.3% | -87.6% | -58.6% |
| 1Y | -56.4% | +29.5% | -85.9% | -59.4% |
| 3Y | -62.2% | +47.2% | -109.5% | -67.1% |
| 5Y | -63.7% | -70.2% | +6.6% | -53.9% |
| All | +55.6% | +143.8% | -88.2% | +16.1% |
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 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