+1,115.5%
FLEX vs MTCH
+208.0%
+907.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.8% |
| 7D | +5.7% | +1.3% | +4.5% | +5.4% |
| 30D | -7.0% | +15.9% | -22.9% | -10.7% |
| 3M | -23.8% | +23.3% | -47.1% | -28.4% |
| 6M | +82.6% | +40.1% | +42.5% | +65.7% |
| YTD | +91.6% | +33.6% | +58.0% | +75.2% |
| 1Y | +100.6% | +14.1% | +86.5% | +91.0% |
| 3Y | +479.8% | +1.4% | +478.3% | +450.4% |
| 5Y | +746.5% | -73.1% | +819.6% | +991.9% |
| All | +1,115.5% | +208.0% | +907.5% | +762.1% |
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