+50.2%
MTCH vs CASY
+159.8%
-109.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +6.7% | +2.5% | +4.2% | +6.6% |
| 30D | -1.4% | +10.2% | -11.6% | -1.7% |
| 3M | +14.8% | -15.7% | +30.5% | +15.6% |
| 6M | +19.4% | -18.4% | +37.8% | +20.8% |
| YTD | +32.3% | +28.3% | +4.0% | +26.9% |
| 1Y | +29.5% | +32.6% | -3.0% | +23.6% |
| All | +50.2% | +159.8% | -109.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling