+229.2%
TER vs MTCH
+14.2%
+215.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.7% |
| 7D | +6.4% | +1.3% | +5.1% | +6.4% |
| 30D | -5.7% | +15.9% | -21.6% | -5.5% |
| 3M | -0.4% | +23.3% | -23.7% | -0.7% |
| 6M | +25.8% | +40.1% | -14.3% | +25.2% |
| YTD | +96.4% | +33.6% | +62.8% | +97.4% |
| 1Y | +229.2% | +14.1% | +215.1% | +199.4% |
| All | +229.2% | +14.2% | +215.1% | +199.4% |
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 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