+13.3%
RMBS vs MTCH
+13.9%
-0.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.8% |
| 7D | -0.3% | +0.7% | -1.0% | -0.7% |
| 30D | -12.2% | +9.7% | -21.9% | -15.7% |
| 3M | -49.5% | +21.1% | -70.6% | -54.6% |
| 6M | -7.1% | +37.5% | -44.6% | -26.4% |
| YTD | -7.0% | +31.9% | -38.9% | -23.2% |
| 1Y | +13.3% | +14.6% | -1.2% | -4.5% |
| All | +13.3% | +13.9% | -0.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling