+314.7%
SPY vs MTCH
+208.0%
+106.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -0.8% | +1.3% | -2.0% | -1.0% |
| 30D | -1.1% | +15.9% | -16.9% | -3.7% |
| 3M | +3.9% | +23.3% | -19.4% | -0.3% |
| 6M | +13.6% | +40.1% | -26.5% | +6.4% |
| YTD | +12.7% | +33.6% | -20.9% | +6.2% |
| 1Y | +17.5% | +14.1% | +3.4% | +13.8% |
| 3Y | +76.9% | +1.4% | +75.5% | +70.8% |
| 5Y | +83.6% | -73.1% | +156.7% | +115.2% |
| All | +314.7% | +208.0% | +106.7% | +230.0% |
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