+222.9%
EWY vs MTCH
-0.9%
+223.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.9% | +3.0% |
| 7D | -0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +7.3% | +15.9% | -8.6% | +4.7% |
| 3M | -5.1% | +23.3% | -28.4% | -8.8% |
| 6M | +42.1% | +40.1% | +1.9% | +34.1% |
| YTD | +94.1% | +33.6% | +60.5% | +84.2% |
| 1Y | +147.8% | +14.1% | +133.7% | +140.3% |
| 3Y | +222.9% | +1.4% | +221.5% | +216.3% |
| All | +222.9% | -0.9% | +223.8% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling