+293.4%
SN vs MTCH
-4.1%
+297.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.1% |
| 7D | -7.2% | -1.4% | -5.8% | -7.0% |
| 30D | -13.4% | +13.6% | -27.0% | -15.7% |
| 3M | +26.8% | +22.4% | +4.4% | +20.9% |
| 6M | +44.6% | +37.2% | +7.4% | +34.5% |
| YTD | +45.3% | +31.8% | +13.5% | +36.0% |
| 1Y | +40.1% | +12.9% | +27.2% | +35.2% |
| 3Y | +375.3% | -1.1% | +376.4% | +319.4% |
| All | +293.4% | -4.1% | +297.5% | +249.9% |
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 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