+164.3%
EWY vs MTCH
+13.9%
+150.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | +4.8% | +0.7% | +4.1% | +4.7% |
| 30D | +11.7% | +9.7% | +1.9% | +9.7% |
| 3M | -7.4% | +21.1% | -28.5% | -12.2% |
| 6M | +40.6% | +37.5% | +3.1% | +30.4% |
| YTD | +94.3% | +31.9% | +62.4% | +82.0% |
| 1Y | +164.3% | +14.6% | +149.7% | +147.5% |
| All | +164.3% | +13.9% | +150.4% | +147.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling