-53.5%
S vs MTCH
-72.8%
+19.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | -0.7% | +1.3% | -1.9% | -1.3% |
| 30D | -11.4% | +15.9% | -27.3% | -18.7% |
| 3M | +33.8% | +23.3% | +10.5% | +18.3% |
| 6M | +39.5% | +40.1% | -0.7% | +15.3% |
| YTD | +31.7% | +33.6% | -1.9% | +11.5% |
| 1Y | +7.0% | +14.1% | -7.1% | -1.9% |
| 3Y | +11.8% | +1.4% | +10.3% | +2.6% |
| 5Y | -69.0% | -73.1% | +4.1% | -35.2% |
| All | -53.5% | -72.8% | +19.3% | -6.3% |
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