+293.7%
ROIV vs MTCH
-70.3%
+363.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +19.0% | -1.4% | +20.4% | +19.3% |
| 30D | +16.1% | +13.6% | +2.5% | +12.7% |
| 3M | +44.1% | +22.4% | +21.7% | +37.1% |
| 6M | +37.8% | +37.2% | +0.7% | +27.7% |
| YTD | +88.7% | +31.8% | +56.9% | +75.9% |
| 1Y | +197.3% | +12.9% | +184.4% | +186.2% |
| 3Y | +224.9% | -1.1% | +226.0% | +213.4% |
| 5Y | +311.0% | -73.5% | +384.5% | +362.1% |
| All | +293.7% | -70.3% | +363.9% | +341.5% |
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 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