+11.0%
HAS vs MTCH
-72.5%
+83.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -4.8% | -2.4% | -2.5% | -4.3% |
| 30D | -5.1% | +12.8% | -17.9% | -7.8% |
| 3M | +6.4% | +20.0% | -13.6% | +1.7% |
| 6M | -5.6% | +34.7% | -40.4% | -12.6% |
| YTD | +11.0% | +30.6% | -19.6% | +3.3% |
| 1Y | +16.8% | +10.9% | +5.8% | +12.8% |
| 3Y | +44.0% | -2.0% | +46.1% | +38.7% |
| 5Y | +11.0% | -72.6% | +83.6% | +29.4% |
| All | +11.0% | -72.5% | +83.5% | +29.4% |
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