+1,863.5%
SGI vs MTCH
+426.4%
+1,437.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +9.3% | -1.8% | +11.1% | +10.1% |
| 30D | +6.9% | +10.4% | -3.6% | +2.8% |
| 3M | +2.8% | +21.0% | -18.2% | -4.8% |
| 6M | -12.6% | +36.6% | -49.2% | -22.7% |
| YTD | -21.5% | +29.7% | -51.2% | -29.4% |
| 1Y | -18.8% | +8.6% | -27.3% | -22.1% |
| 3Y | +60.8% | -2.7% | +63.5% | +52.8% |
| 5Y | +60.0% | -72.9% | +132.9% | +134.0% |
| 10Y | +267.8% | +185.0% | +82.8% | +62.5% |
| All | +1,863.5% | +426.4% | +1,437.1% | +326.4% |
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