+194.1%
MTCH vs CASY
+464.4%
-270.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -1.4% | -17.2% | +15.8% | +3.0% |
| 30D | +13.6% | -24.4% | +38.0% | +21.4% |
| 3M | +22.4% | -31.4% | +53.8% | +33.7% |
| 6M | +37.2% | -8.9% | +46.1% | +36.7% |
| YTD | +31.8% | +13.8% | +18.0% | +22.4% |
| 1Y | +12.9% | +17.0% | -4.1% | +3.7% |
| 3Y | -1.1% | +163.1% | -164.2% | -33.0% |
| 5Y | -73.5% | +239.0% | -312.5% | -83.8% |
| All | +194.1% | +464.4% | -270.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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