+85.2%
F vs MTCH
+203.9%
-118.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | -3.7% | -1.4% | -2.2% | -3.4% |
| 30D | -0.7% | +13.6% | -14.4% | -3.7% |
| 3M | -1.9% | +22.4% | -24.3% | -6.7% |
| 6M | +16.1% | +37.2% | -21.1% | +7.4% |
| YTD | +9.5% | +31.8% | -22.3% | +1.9% |
| 1Y | +27.2% | +12.9% | +14.3% | +22.5% |
| 3Y | +36.3% | -1.1% | +37.4% | +31.7% |
| 5Y | +49.3% | -73.5% | +122.8% | +79.7% |
| All | +85.2% | +203.9% | -118.6% | +53.0% |
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