+227.1%
MTCH vs NWSA
+120.6%
+106.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | -1.4% | -4.8% | +3.3% | +0.7% |
| 30D | +13.6% | +3.0% | +10.7% | +12.2% |
| 3M | +22.4% | +9.3% | +13.1% | +17.3% |
| 6M | +37.2% | +23.2% | +14.0% | +24.5% |
| YTD | +31.8% | +13.3% | +18.5% | +23.9% |
| 1Y | +12.9% | +2.9% | +10.0% | +10.4% |
| 3Y | -1.1% | +43.3% | -44.4% | -16.3% |
| 5Y | -73.5% | +40.9% | -114.4% | -77.6% |
| 10Y | +200.7% | +148.1% | +52.6% | +97.6% |
| All | +227.1% | +120.6% | +106.5% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling