+1,979.2%
RSG vs MTCH
+1,202.8%
+776.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | +2.8% | +13.6% | -10.9% | +0.9% |
| 3M | +4.3% | +22.4% | -18.1% | +1.2% |
| 6M | -0.5% | +37.2% | -37.7% | -5.3% |
| YTD | +5.2% | +31.8% | -26.6% | +0.6% |
| 1Y | -2.1% | +12.9% | -15.0% | -4.5% |
| 3Y | +56.5% | -1.1% | +57.6% | +52.2% |
| 5Y | +89.5% | -73.5% | +163.0% | +116.3% |
| 10Y | +424.8% | +200.7% | +224.1% | +262.9% |
| All | +1,979.2% | +1,202.8% | +776.3% | +686.2% |
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 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