-0.8%
MSFT vs MTCH
+13.9%
-14.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +2.7% | +9.7% | -7.0% | -0.1% |
| 3M | +17.0% | +21.1% | -4.1% | +10.4% |
| 6M | +23.8% | +37.5% | -13.7% | +13.5% |
| YTD | +4.0% | +31.9% | -27.9% | -4.3% |
| 1Y | -0.8% | +14.6% | -15.4% | -9.5% |
| All | -0.8% | +13.9% | -14.7% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling