-74.2%
OPEN vs MTCH
-53.4%
-20.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -1.4% |
| 7D | -11.4% | +1.3% | -12.7% | -12.3% |
| 30D | -20.1% | +15.9% | -35.9% | -28.9% |
| 3M | -37.6% | +23.3% | -60.9% | -46.8% |
| 6M | -47.1% | +40.1% | -87.2% | -59.3% |
| YTD | -52.1% | +33.6% | -85.7% | -62.2% |
| 1Y | -73.5% | +14.1% | -87.6% | -76.3% |
| 3Y | -24.4% | +1.4% | -25.8% | -31.5% |
| 5Y | -85.1% | -73.1% | -12.0% | -68.6% |
| All | -74.2% | -53.4% | -20.8% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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