+235.9%
ROIV vs MTCH
-70.3%
+306.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.8% |
| 7D | +0.6% | +0.7% | 0.0% | +0.5% |
| 30D | +1.0% | +9.7% | -8.8% | -1.2% |
| 3M | +18.3% | +21.1% | -2.8% | +12.9% |
| 6M | +18.3% | +37.5% | -19.2% | +9.6% |
| YTD | +61.0% | +31.9% | +29.0% | +50.2% |
| 1Y | +177.9% | +14.6% | +163.3% | +166.8% |
| 3Y | +199.1% | -6.2% | +205.2% | +192.3% |
| 5Y | +250.7% | -70.6% | +321.3% | +294.0% |
| All | +235.9% | -70.3% | +306.1% | +276.9% |
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