+198.1%
MTCH vs NWSA
+149.4%
+48.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +1.3% | -2.8% | +4.1% | +2.6% |
| 30D | +15.9% | +3.0% | +12.9% | +14.4% |
| 3M | +23.3% | +12.3% | +11.0% | +16.6% |
| 6M | +40.1% | +21.9% | +18.3% | +27.5% |
| YTD | +33.6% | +13.6% | +20.0% | +25.2% |
| 1Y | +14.1% | +0.5% | +13.6% | +12.7% |
| 3Y | +1.4% | +43.8% | -42.3% | -14.8% |
| 5Y | -73.1% | +41.2% | -114.3% | -77.6% |
| All | +198.1% | +149.4% | +48.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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