+475.9%
SITM vs MTCH
-0.9%
+476.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.2% | +5.2% |
| 7D | +3.9% | +1.3% | +2.6% | +3.6% |
| 30D | -6.6% | +15.9% | -22.5% | -10.2% |
| 3M | -11.9% | +23.3% | -35.1% | -17.2% |
| 6M | +81.1% | +40.1% | +41.0% | +60.9% |
| YTD | +80.0% | +33.6% | +46.4% | +61.9% |
| 1Y | +145.8% | +14.1% | +131.8% | +132.9% |
| 3Y | +475.9% | +1.4% | +474.5% | +437.9% |
| All | +475.9% | -0.9% | +476.8% | +437.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling