+878.4%
MSFT vs MTCH
+208.0%
+670.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +0.8% | +15.9% | -15.0% | -2.7% |
| 3M | +27.2% | +23.3% | +3.9% | +20.9% |
| 6M | +22.9% | +40.1% | -17.2% | +13.2% |
| YTD | +3.1% | +33.6% | -30.5% | -4.1% |
| 1Y | -0.3% | +14.1% | -14.3% | -4.1% |
| 3Y | +50.1% | +1.4% | +48.7% | +43.3% |
| 5Y | +74.6% | -73.1% | +147.8% | +121.6% |
| All | +878.4% | +208.0% | +670.4% | +602.0% |
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