+303.1%
FLEX vs MTCH
+47.1%
+256.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.2% |
| 7D | +2.2% | +3.5% | -1.3% | +1.8% |
| 30D | -32.6% | +0.3% | -32.9% | -32.9% |
| 3M | -35.5% | +13.7% | -49.2% | -37.4% |
| 6M | -45.6% | +17.6% | -63.2% | -47.7% |
| YTD | +30.7% | +31.8% | -1.1% | +22.2% |
| 1Y | +28.4% | +29.2% | -0.9% | +20.5% |
| All | +303.1% | +47.1% | +256.0% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling