-36.6%
MOH vs MTCH
-0.9%
-35.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +2.0% |
| 7D | +1.7% | +1.3% | +0.4% | +1.7% |
| 30D | -0.9% | +15.9% | -16.8% | -1.0% |
| 3M | +5.7% | +23.3% | -17.6% | +5.6% |
| 6M | +39.1% | +40.1% | -1.0% | +39.2% |
| YTD | +17.7% | +33.6% | -15.9% | +17.8% |
| 1Y | +8.4% | +14.1% | -5.7% | +8.4% |
| 3Y | -36.6% | +1.4% | -38.0% | -38.8% |
| All | -36.6% | -0.9% | -35.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling