+476.8%
FIVE vs MTCH
+203.9%
+272.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | +3.0% | +13.6% | -10.6% | -0.8% |
| 3M | +23.2% | +22.4% | +0.8% | +15.5% |
| 6M | +9.2% | +37.2% | -28.0% | -1.0% |
| YTD | +28.1% | +31.8% | -3.7% | +17.2% |
| 1Y | +65.3% | +12.9% | +52.4% | +57.9% |
| 3Y | +49.4% | -1.1% | +50.5% | +42.5% |
| 5Y | +29.5% | -73.5% | +103.0% | +70.8% |
| All | +476.8% | +203.9% | +272.9% | +337.0% |
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