+43.8%
SO vs MTCH
-3.1%
+46.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | -2.5% | +12.8% | -15.3% | -2.9% |
| 3M | -4.2% | +20.0% | -24.1% | -4.8% |
| 6M | -7.7% | +34.7% | -42.4% | -8.8% |
| YTD | +3.8% | +30.6% | -26.8% | +2.6% |
| 1Y | +0.1% | +10.9% | -10.9% | -0.2% |
| All | +43.8% | -3.1% | +46.9% | +53.6% |
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