+147.8%
SW vs MTCH
+181.0%
-33.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +9.7% | -14.3% | -5.5% |
| 3M | +9.4% | +21.1% | -11.7% | +7.1% |
| 6M | +3.5% | +37.5% | -34.0% | 0.0% |
| YTD | +22.0% | +31.9% | -9.9% | +18.3% |
| 1Y | +2.2% | +14.6% | -12.3% | +0.4% |
| 3Y | +19.6% | -6.2% | +25.8% | +17.9% |
| 5Y | -2.3% | -70.6% | +68.2% | +1.1% |
| All | +147.8% | +181.0% | -33.2% | +118.4% |
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 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