-61.5%
MTCH vs JAAA
+29.3%
-90.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +13.6% | +0.4% | +13.2% | +13.1% |
| 3M | +22.4% | +1.2% | +21.2% | +20.8% |
| 6M | +37.2% | +2.7% | +34.5% | +33.3% |
| YTD | +31.8% | +3.2% | +28.6% | +27.5% |
| 1Y | +12.9% | +4.8% | +8.1% | +7.5% |
| 3Y | -1.1% | +19.0% | -20.1% | -8.6% |
| 5Y | -73.5% | +26.8% | -100.3% | -75.2% |
| All | -61.5% | +29.3% | -90.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 all: compounded portfolio wealth divided by compounded JAAA 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…
all analysis · Full analysis span regression · 6 months rolling