+553.4%
SE vs MTCH
+80.8%
+472.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -2.0% |
| 7D | -5.2% | +1.3% | -6.5% | -5.8% |
| 30D | -17.1% | +15.9% | -33.0% | -22.7% |
| 3M | +24.0% | +23.3% | +0.7% | +11.6% |
| 6M | +21.0% | +40.1% | -19.2% | +2.3% |
| YTD | -16.7% | +33.6% | -50.3% | -28.1% |
| 1Y | -45.9% | +14.1% | -60.0% | -50.0% |
| 3Y | +177.8% | +1.4% | +176.4% | +152.0% |
| 5Y | -67.4% | -73.1% | +5.8% | -46.1% |
| All | +553.4% | +80.8% | +472.6% | +514.6% |
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 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