+48.9%
MSFT vs MTCH
-3.1%
+52.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -1.0% | -2.4% | +1.3% | -0.7% |
| 30D | -2.7% | +12.8% | -15.5% | -4.2% |
| 3M | +22.1% | +20.0% | +2.1% | +19.3% |
| 6M | +20.6% | +34.7% | -14.1% | +16.4% |
| YTD | +2.3% | +30.6% | -28.3% | -1.0% |
| 1Y | -0.5% | +10.9% | -11.5% | -2.7% |
| All | +48.9% | -3.1% | +52.0% | +43.5% |
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 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