+59.1%
SO vs MTCH
-72.5%
+131.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -3.7% | +13.6% | -17.4% | -4.2% |
| 3M | -5.9% | +22.4% | -28.3% | -6.6% |
| 6M | -7.3% | +37.2% | -44.5% | -8.5% |
| YTD | +3.1% | +31.8% | -28.7% | +1.9% |
| 1Y | -1.0% | +12.9% | -13.9% | -1.5% |
| 3Y | +43.2% | -1.1% | +44.4% | +42.1% |
| 5Y | +59.1% | -73.5% | +132.6% | +61.8% |
| All | +59.1% | -72.5% | +131.6% | +61.8% |
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