+67.6%
MA vs MTCH
-72.5%
+140.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.5% | -1.4% | -2.0% | -3.2% |
| 30D | +0.7% | +13.6% | -12.9% | -2.1% |
| 3M | +15.8% | +22.4% | -6.6% | +10.5% |
| 6M | +10.2% | +37.2% | -27.0% | +2.3% |
| YTD | -0.5% | +31.8% | -32.3% | -7.0% |
| 1Y | -1.8% | +12.9% | -14.7% | -5.3% |
| 3Y | +38.7% | -1.1% | +39.9% | +34.3% |
| 5Y | +67.6% | -73.5% | +141.1% | +129.7% |
| All | +67.6% | -72.5% | +140.2% | +129.7% |
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