+148.7%
EWY vs MTCH
-73.3%
+222.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | -5.1% | +23.3% | -28.4% | -9.6% |
| 6M | +42.1% | +40.1% | +1.9% | +32.2% |
| YTD | +94.1% | +33.6% | +60.5% | +81.8% |
| 1Y | +147.8% | +14.1% | +133.7% | +139.1% |
| 3Y | +222.9% | +1.4% | +221.5% | +211.2% |
| All | +148.7% | -73.3% | +222.0% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling