+1,127.7%
RSP vs MTCH
+424.3%
+703.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.8% | +0.7% | -1.4% | -0.9% |
| 30D | -0.3% | +9.7% | -10.1% | -2.5% |
| 3M | +4.3% | +21.1% | -16.8% | -0.6% |
| 6M | +8.8% | +37.5% | -28.7% | +0.5% |
| YTD | +15.3% | +31.9% | -16.7% | +7.2% |
| 1Y | +18.3% | +14.6% | +3.7% | +13.4% |
| 3Y | +52.8% | -6.2% | +59.0% | +48.8% |
| 5Y | +51.7% | -70.6% | +122.3% | +84.2% |
| 10Y | +208.5% | +185.6% | +22.9% | +76.2% |
| All | +1,127.7% | +424.3% | +703.5% | +346.0% |
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