+252.8%
SPOT vs MTCH
+8.3%
+244.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -3.1% | +1.3% | -4.3% | -3.5% |
| 30D | +7.4% | +15.9% | -8.5% | +2.2% |
| 3M | +8.2% | +23.3% | -15.1% | +0.5% |
| 6M | +2.2% | +40.1% | -37.9% | -9.5% |
| YTD | -9.5% | +33.6% | -43.1% | -18.8% |
| 1Y | -23.8% | +14.1% | -37.9% | -28.1% |
| 3Y | +233.5% | +1.4% | +232.0% | +211.4% |
| 5Y | +112.2% | -73.1% | +185.3% | +203.2% |
| All | +252.8% | +8.3% | +244.5% | +258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling