+378.1%
PSX vs MTCH
+208.0%
+170.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +1.7% | +1.3% | +0.5% | +1.5% |
| 30D | +15.6% | +15.9% | -0.2% | +13.2% |
| 3M | +46.5% | +23.3% | +23.2% | +41.7% |
| 6M | +55.0% | +40.1% | +14.9% | +46.8% |
| YTD | +105.3% | +33.6% | +71.7% | +95.4% |
| 1Y | +101.6% | +14.1% | +87.5% | +96.2% |
| 3Y | +134.1% | +1.4% | +132.7% | +127.2% |
| 5Y | +368.7% | -73.1% | +441.8% | +439.4% |
| All | +378.1% | +208.0% | +170.1% | +301.2% |
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