-68.9%
S vs MTCH
-72.5%
+3.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.9% |
| 30D | -11.8% | +13.6% | -25.4% | -18.3% |
| 3M | +33.9% | +22.4% | +11.5% | +18.5% |
| 6M | +40.1% | +37.2% | +2.9% | +16.6% |
| YTD | +32.1% | +31.8% | +0.3% | +12.2% |
| 1Y | +11.0% | +12.9% | -1.9% | +2.2% |
| 3Y | +16.9% | -1.1% | +18.1% | +8.8% |
| 5Y | -68.9% | -73.5% | +4.6% | -23.6% |
| All | -68.9% | -72.5% | +3.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling