-70.2%
MTCH vs CASY
+261.5%
-331.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +6.7% | +2.5% | +4.2% | +6.2% |
| 30D | -1.4% | +10.2% | -11.6% | -3.1% |
| 3M | +14.8% | -15.7% | +30.5% | +18.2% |
| 6M | +19.4% | -18.4% | +37.8% | +23.2% |
| YTD | +32.3% | +28.3% | +4.0% | +19.6% |
| 1Y | +29.5% | +32.6% | -3.0% | +15.7% |
| 3Y | +47.2% | +159.5% | -112.3% | -0.6% |
| 5Y | -70.2% | +263.9% | -334.1% | -85.0% |
| All | -70.2% | +261.5% | -331.8% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling