+731.4%
MTCH vs SBAC
+2,199.0%
-1,467.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +10.4% | +3.2% | +7.2% | +9.9% |
| 3M | +21.0% | -5.1% | +26.1% | +21.8% |
| 6M | +36.6% | -2.1% | +38.7% | +36.3% |
| YTD | +29.7% | -0.5% | +30.2% | +28.8% |
| 1Y | +8.6% | +1.1% | +7.5% | +7.6% |
| 3Y | -2.7% | -7.4% | +4.7% | -3.0% |
| 5Y | -72.9% | -44.3% | -28.6% | -70.9% |
| 10Y | +185.0% | +77.6% | +107.4% | +161.1% |
| All | +731.4% | +2,199.0% | -1,467.6% | +364.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SBAC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling