+725.7%
FLEX vs MTCH
-72.5%
+798.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +6.4% | -2.4% | +8.7% | +7.0% |
| 30D | -5.9% | +12.8% | -18.7% | -9.0% |
| 3M | -23.5% | +20.0% | -43.4% | -27.5% |
| 6M | +83.7% | +34.7% | +49.0% | +68.3% |
| YTD | +86.5% | +30.6% | +55.9% | +71.5% |
| 1Y | +100.5% | +10.9% | +89.6% | +92.6% |
| 3Y | +469.8% | -2.0% | +471.9% | +447.3% |
| 5Y | +725.7% | -72.6% | +798.3% | +1,033.6% |
| All | +725.7% | -72.5% | +798.2% | +1,033.6% |
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 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