+450.0%
SN vs MTCH
+47.1%
+402.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.5% | +6.7% | -5.1% | 0.0% |
| 30D | +21.5% | -1.8% | +23.3% | +21.9% |
| 3M | +20.0% | +12.2% | +7.8% | +16.5% |
| 6M | +119.9% | +16.6% | +103.3% | +110.1% |
| YTD | +102.3% | +31.8% | +70.5% | +86.7% |
| 1Y | +148.0% | +30.8% | +117.2% | +129.3% |
| 3Y | +450.0% | +49.6% | +400.4% | +339.8% |
| All | +450.0% | +47.1% | +402.9% | +339.8% |
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