+382,443.6%
SU vs MTCH
+14,793.4%
+367,650.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | 0.0% |
| 7D | +2.2% | +1.3% | +1.0% | +2.3% |
| 30D | +8.4% | +15.9% | -7.4% | +9.8% |
| 3M | +12.1% | +23.3% | -11.2% | +14.2% |
| 6M | +19.7% | +40.1% | -20.5% | +23.4% |
| YTD | +58.4% | +33.6% | +24.8% | +63.0% |
| 1Y | +67.2% | +14.1% | +53.2% | +69.9% |
| 3Y | +125.0% | +1.4% | +123.6% | +128.2% |
| 5Y | +355.1% | -73.1% | +428.2% | +308.1% |
| 10Y | +263.7% | +204.8% | +58.9% | +377.4% |
| All | +382,443.6% | +14,793.4% | +367,650.3% | +2,641,381.8% |
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