-8.9%
DASH vs MTCH
-70.2%
+61.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.4% |
| 7D | -4.1% | +6.7% | -10.8% | -7.5% |
| 30D | -10.6% | -1.4% | -9.3% | -10.1% |
| 3M | -18.8% | +14.8% | -33.6% | -24.8% |
| 6M | +11.2% | +19.4% | -8.2% | +0.4% |
| YTD | -23.8% | +32.3% | -56.1% | -35.2% |
| 1Y | -12.2% | +29.5% | -41.7% | -24.5% |
| 3Y | +97.3% | +47.2% | +50.1% | +42.9% |
| 5Y | -29.8% | -70.2% | +40.4% | +33.9% |
| All | -8.9% | -70.2% | +61.2% | +71.4% |
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