+43.2%
TER vs MTCH
+27.4%
+15.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.4% | -11.3% | -6.4% |
| 7D | -19.9% | -4.4% | -15.5% | -19.9% |
| 30D | -43.5% | -0.3% | -43.2% | -43.3% |
| 3M | -37.8% | -2.0% | -35.8% | -37.3% |
| 6M | -25.6% | +6.4% | -32.0% | -24.9% |
| YTD | +29.8% | +27.3% | +2.5% | +29.3% |
| 1Y | +43.2% | +30.3% | +12.8% | +37.8% |
| All | +43.2% | +27.4% | +15.7% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling