+1,131.3%
PSX vs MTCH
+226.3%
+905.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | +27.8% | +10.4% | +17.3% | +25.8% |
| 3M | +42.0% | +21.0% | +21.0% | +37.6% |
| 6M | +58.1% | +36.6% | +21.5% | +49.9% |
| YTD | +105.0% | +29.7% | +75.3% | +95.6% |
| 1Y | +104.9% | +8.6% | +96.3% | +100.7% |
| 3Y | +134.1% | -2.7% | +136.8% | +128.3% |
| 5Y | +363.8% | -72.9% | +436.8% | +434.4% |
| 10Y | +370.1% | +185.0% | +185.1% | +251.4% |
| All | +1,131.3% | +226.3% | +905.0% | +743.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling