+67.3%
CSGP vs MTCH
+168.0%
-100.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | -1.8% | -6.6% | +4.8% | 0.0% |
| 30D | +5.3% | -4.4% | +9.6% | +6.6% |
| 3M | +3.3% | +6.0% | -2.7% | +1.7% |
| 6M | -4.7% | +7.4% | -12.1% | -6.6% |
| YTD | -53.5% | +24.5% | -78.0% | -56.3% |
| 1Y | -53.7% | +22.3% | -76.0% | -56.2% |
| 3Y | -59.7% | +42.4% | -102.1% | -64.5% |
| 5Y | -62.5% | -73.6% | +11.1% | -50.9% |
| 10Y | +67.3% | +148.4% | -81.1% | +28.7% |
| All | +67.3% | +168.0% | -100.7% | +28.7% |
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