+52.4%
GEV vs MTCH
+27.4%
+24.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.4% | -13.7% | -8.4% |
| 7D | -5.1% | -4.4% | -0.7% | -5.5% |
| 30D | -15.8% | -0.3% | -15.5% | -15.7% |
| 3M | -18.2% | -2.0% | -16.2% | -17.9% |
| 6M | -22.4% | +6.4% | -28.8% | -21.3% |
| YTD | +27.7% | +27.3% | +0.4% | +31.9% |
| 1Y | +52.4% | +30.3% | +22.0% | +55.8% |
| All | +52.4% | +27.4% | +24.9% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling