+473.3%
FLEX vs MTCH
-71.8%
+545.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.8% |
| 7D | +2.2% | +3.5% | -1.3% | +1.5% |
| 30D | -32.6% | +0.3% | -32.9% | -33.0% |
| 3M | -35.5% | +13.7% | -49.2% | -38.1% |
| 6M | -45.6% | +17.6% | -63.2% | -48.6% |
| YTD | +30.7% | +31.8% | -1.1% | +19.2% |
| 1Y | +28.4% | +29.2% | -0.9% | +17.7% |
| 3Y | +301.7% | +46.7% | +254.9% | +242.7% |
| 5Y | +473.3% | -70.9% | +544.2% | +757.5% |
| All | +473.3% | -71.8% | +545.1% | +757.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling