-5.9%
DASH vs MTCH
-71.5%
+65.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.4% |
| 7D | -2.8% | +3.7% | -6.5% | -4.5% |
| 30D | -9.3% | -2.8% | -6.5% | -8.0% |
| 3M | -15.1% | +9.3% | -24.3% | -19.2% |
| 6M | +8.7% | +9.2% | -0.4% | +3.2% |
| YTD | -21.3% | +26.5% | -47.8% | -31.4% |
| 1Y | -12.7% | +22.6% | -35.3% | -22.6% |
| 3Y | +103.8% | +40.8% | +63.0% | +51.3% |
| 5Y | -16.8% | -72.9% | +56.1% | +66.0% |
| All | -5.9% | -71.5% | +65.5% | +81.6% |
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