+47.6%
TSLA vs MTCH
-73.3%
+120.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.1% |
| 7D | +3.2% | +1.3% | +1.9% | +2.6% |
| 30D | +11.6% | +15.9% | -4.3% | +4.1% |
| 3M | -8.4% | +23.3% | -31.7% | -17.2% |
| 6M | -10.4% | +40.1% | -50.5% | -24.1% |
| YTD | -18.7% | +33.6% | -52.3% | -30.1% |
| 1Y | -0.9% | +14.1% | -15.0% | -8.6% |
| 3Y | +33.6% | +1.4% | +32.2% | +24.0% |
| All | +47.6% | -73.3% | +120.8% | +149.4% |
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 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