+1,507.0%
SRE vs MTCH
+1,183.9%
+323.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -0.7% | -1.4% | +0.8% | -0.5% |
| 30D | -1.7% | +13.6% | -15.4% | -3.2% |
| 3M | -7.1% | +22.4% | -29.5% | -9.3% |
| 6M | -8.4% | +37.2% | -45.5% | -11.9% |
| YTD | -3.5% | +31.8% | -35.3% | -7.0% |
| 1Y | +5.4% | +12.9% | -7.5% | +3.3% |
| 3Y | +29.5% | -1.1% | +30.6% | +27.0% |
| 5Y | +48.3% | -73.5% | +121.8% | +64.0% |
| 10Y | +123.5% | +200.7% | -77.2% | +75.9% |
| All | +1,507.0% | +1,183.9% | +323.1% | +1,005.4% |
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