+9.0%
MSFT vs MTCH
+27.4%
-18.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.2% | +5.5% |
| 7D | +4.7% | -4.4% | +9.1% | +5.6% |
| 30D | +5.8% | -0.3% | +6.1% | +5.2% |
| 3M | +13.0% | -2.0% | +15.0% | +12.7% |
| 6M | +34.9% | +6.4% | +28.5% | +29.8% |
| YTD | +15.7% | +27.3% | -11.7% | +4.7% |
| 1Y | +9.0% | +30.3% | -21.4% | -1.6% |
| All | +9.0% | +27.4% | -18.5% | -1.6% |
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