-53.2%
S vs MTCH
-73.1%
+19.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | -7.7% | +0.7% | -8.4% | -8.3% |
| 30D | -5.3% | +9.7% | -15.1% | -10.6% |
| 3M | +20.3% | +21.1% | -0.8% | +7.3% |
| 6M | +47.4% | +37.5% | +9.9% | +23.0% |
| YTD | +32.5% | +31.9% | +0.6% | +13.0% |
| 1Y | +9.5% | +14.6% | -5.0% | +0.2% |
| 3Y | +15.5% | -6.2% | +21.7% | +11.4% |
| 5Y | -71.2% | -70.6% | -0.6% | -40.3% |
| All | -53.2% | -73.1% | +19.9% | -5.1% |
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