+138.6%
ETSY vs MTCH
+122.6%
+16.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.1% |
| 7D | -12.7% | -1.4% | -11.3% | -12.1% |
| 30D | -9.9% | +13.6% | -23.6% | -14.9% |
| 3M | +4.2% | +22.4% | -18.2% | -5.1% |
| 6M | +34.2% | +37.2% | -3.0% | +16.2% |
| YTD | +29.1% | +31.8% | -2.7% | +13.7% |
| 1Y | +23.8% | +12.9% | +10.9% | +17.0% |
| 3Y | +6.6% | -1.1% | +7.8% | +1.9% |
| 5Y | -67.0% | -73.5% | +6.5% | -47.1% |
| 10Y | +424.9% | +200.7% | +224.2% | +267.4% |
| All | +138.6% | +122.6% | +16.0% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling