-75.5%
SMR vs MTCH
+14.2%
-89.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.0% | -16.3% |
| 7D | -11.2% | +1.3% | -12.5% | -12.0% |
| 30D | -10.2% | +15.9% | -26.1% | -17.1% |
| 3M | -10.0% | +23.3% | -33.3% | -21.7% |
| 6M | -30.5% | +40.1% | -70.6% | -43.7% |
| YTD | -39.2% | +33.6% | -72.8% | -48.6% |
| 1Y | -75.5% | +14.1% | -89.6% | -76.4% |
| All | -75.5% | +14.2% | -89.7% | -76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling