+593.1%
MA vs MTCH
+142.9%
+450.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | +6.7% | -5.4% | -0.4% |
| 30D | +9.6% | -1.8% | +11.4% | +9.9% |
| 3M | +16.8% | +12.2% | +4.6% | +13.1% |
| 6M | +35.2% | +16.6% | +18.6% | +29.2% |
| YTD | +16.6% | +31.8% | -15.3% | +7.3% |
| 1Y | +19.8% | +30.8% | -11.1% | +10.5% |
| 3Y | +70.7% | +49.6% | +21.1% | +46.6% |
| 5Y | +87.4% | -70.3% | +157.8% | +139.6% |
| All | +593.1% | +142.9% | +450.2% | +406.9% |
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