+3,576.2%
SO vs MTCH
+14,607.2%
-11,031.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -0.2% | +0.7% | -0.8% | -0.2% |
| 30D | -4.6% | +9.7% | -14.3% | -5.0% |
| 3M | -3.0% | +21.1% | -24.1% | -4.0% |
| 6M | -8.3% | +37.5% | -45.7% | -9.7% |
| YTD | +3.5% | +31.9% | -28.4% | +2.0% |
| 1Y | -0.9% | +14.6% | -15.5% | -1.8% |
| 3Y | +45.4% | -6.2% | +51.5% | +44.4% |
| 5Y | +59.6% | -70.6% | +130.2% | +65.3% |
| 10Y | +156.6% | +185.6% | -29.0% | +135.5% |
| All | +3,576.2% | +14,607.2% | -11,031.0% | +2,999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling