+345.3%
SAN vs MTCH
+208.0%
+137.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.0% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | +0.9% | +15.9% | -14.9% | -1.8% |
| 3M | +19.1% | +23.3% | -4.2% | +14.4% |
| 6M | +33.2% | +40.1% | -6.9% | +24.9% |
| YTD | +29.1% | +33.6% | -4.5% | +22.1% |
| 1Y | +50.2% | +14.1% | +36.2% | +45.8% |
| 3Y | +351.0% | +1.4% | +349.6% | +336.2% |
| 5Y | +394.7% | -73.1% | +467.8% | +480.2% |
| All | +345.3% | +208.0% | +137.3% | +241.8% |
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