+566.9%
SPMO vs MTCH
+127.7%
+439.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.1% |
| 30D | -1.9% | +15.9% | -17.8% | -4.3% |
| 3M | -1.4% | +23.3% | -24.6% | -5.0% |
| 6M | +25.5% | +40.1% | -14.6% | +18.2% |
| YTD | +24.8% | +33.6% | -8.7% | +18.3% |
| 1Y | +24.5% | +14.1% | +10.4% | +20.9% |
| 3Y | +157.1% | +1.4% | +155.7% | +148.9% |
| 5Y | +149.5% | -73.1% | +222.6% | +190.4% |
| 10Y | +518.1% | +204.8% | +313.3% | +471.1% |
| All | +566.9% | +127.7% | +439.2% | +508.5% |
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