+2,431.9%
SAN vs MTCH
+14,357.7%
-11,925.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +3.3% | -1.8% | +5.2% | +3.7% |
| 30D | +1.1% | +10.4% | -9.4% | -0.8% |
| 3M | +22.2% | +21.0% | +1.2% | +17.8% |
| 6M | +36.0% | +36.6% | -0.6% | +28.1% |
| YTD | +28.2% | +29.7% | -1.4% | +21.9% |
| 1Y | +54.1% | +8.6% | +45.5% | +51.0% |
| 3Y | +354.2% | -2.7% | +356.9% | +342.7% |
| 5Y | +387.3% | -72.9% | +460.2% | +475.2% |
| 10Y | +334.8% | +185.0% | +149.8% | +209.9% |
| All | +2,431.9% | +14,357.7% | -11,925.8% | +1,122.2% |
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