+282.7%
FLEX vs MTCH
+47.1%
+235.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -4.0% |
| 7D | +7.5% | +6.7% | +0.8% | +6.6% |
| 30D | -25.3% | -1.8% | -23.5% | -25.3% |
| 3M | -39.7% | +12.2% | -51.9% | -41.3% |
| 6M | -47.9% | +16.6% | -64.5% | -49.8% |
| YTD | +24.1% | +31.8% | -7.7% | +16.0% |
| 1Y | +26.0% | +30.8% | -4.9% | +17.9% |
| 3Y | +282.7% | +49.6% | +233.0% | +224.6% |
| All | +282.7% | +47.1% | +235.6% | +224.6% |
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