+2.5%
SW vs MTCH
-72.9%
+75.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +2.2% | +3.7% | -1.6% | +1.5% |
| 30D | +7.4% | -2.8% | +10.2% | +7.9% |
| 3M | -5.9% | +9.3% | -15.2% | -7.8% |
| 6M | +9.0% | +9.2% | -0.2% | +6.7% |
| YTD | +18.1% | +26.5% | -8.4% | +12.2% |
| 1Y | +28.7% | +22.6% | +6.0% | +22.8% |
| 3Y | +48.8% | +40.8% | +8.0% | +35.8% |
| 5Y | +2.5% | -72.9% | +75.3% | +19.7% |
| All | +2.5% | -72.9% | +75.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling