+432.7%
SN vs MTCH
-3.7%
+436.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +1.4% | +6.7% | -5.3% | +0.1% |
| 30D | +16.6% | -1.4% | +18.0% | +16.8% |
| 3M | +18.3% | +14.8% | +3.5% | +14.7% |
| 6M | +103.1% | +19.4% | +83.7% | +94.3% |
| YTD | +96.7% | +32.3% | +64.4% | +83.7% |
| 1Y | +134.3% | +29.5% | +104.8% | +119.8% |
| 3Y | +425.2% | +47.2% | +378.0% | +378.4% |
| All | +432.7% | -3.7% | +436.4% | +372.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling