+65.3%
FIVE vs MTCH
+12.5%
+52.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.9% |
| 3M | +23.2% | +22.4% | +0.8% | +13.3% |
| 6M | +9.2% | +37.2% | -28.0% | -4.1% |
| YTD | +28.1% | +31.8% | -3.7% | +15.0% |
| 1Y | +65.3% | +12.9% | +52.4% | +57.8% |
| All | +65.3% | +12.5% | +52.7% | +57.8% |
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