+58.0%
HAS vs MTCH
+203.9%
-145.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -3.1% | -1.4% | -1.6% | -2.8% |
| 30D | -6.4% | +13.6% | -20.0% | -9.0% |
| 3M | +10.4% | +22.4% | -12.0% | +5.4% |
| 6M | -3.7% | +37.2% | -40.9% | -10.5% |
| YTD | +12.5% | +31.8% | -19.3% | +5.1% |
| 1Y | +19.8% | +12.9% | +6.9% | +15.7% |
| 3Y | +46.0% | -1.1% | +47.1% | +40.9% |
| 5Y | +12.5% | -73.5% | +86.0% | +35.5% |
| All | +58.0% | +203.9% | -145.8% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling