-19.1%
TMUS vs MTCH
+29.6%
-48.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +4.9% | +6.7% | -1.8% | +4.7% |
| 30D | +7.7% | -1.8% | +9.5% | +7.6% |
| 3M | -6.8% | +12.2% | -19.0% | -6.6% |
| 6M | -9.7% | +16.6% | -26.3% | -8.8% |
| YTD | -15.0% | +31.8% | -46.8% | -13.2% |
| 1Y | -19.1% | +30.8% | -50.0% | -17.6% |
| All | -19.1% | +29.6% | -48.7% | -17.6% |
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