+19.9%
SM vs MTCH
+208.0%
-188.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +4.6% | +1.3% | +3.3% | +4.2% |
| 30D | +18.2% | +15.9% | +2.3% | +14.0% |
| 3M | +22.5% | +23.3% | -0.8% | +15.9% |
| 6M | +50.6% | +40.1% | +10.4% | +37.0% |
| YTD | +108.1% | +33.6% | +74.5% | +91.1% |
| 1Y | +46.0% | +14.1% | +31.9% | +39.2% |
| 3Y | +2.9% | +1.4% | +1.4% | -2.0% |
| 5Y | +112.6% | -73.1% | +185.7% | +163.0% |
| All | +19.9% | +208.0% | -188.1% | -7.4% |
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 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