+84.9%
USB vs MTCH
+144.3%
-59.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.6% |
| 7D | +1.4% | +3.7% | -2.3% | +0.8% |
| 30D | +6.4% | -2.8% | +9.2% | +6.8% |
| 3M | -4.5% | +9.3% | -13.8% | -6.2% |
| 6M | +11.4% | +9.2% | +2.2% | +9.1% |
| YTD | +17.1% | +26.5% | -9.4% | +11.5% |
| 1Y | +32.6% | +22.6% | +10.0% | +27.0% |
| 3Y | +101.8% | +40.8% | +61.1% | +86.7% |
| 5Y | +25.1% | -72.9% | +98.0% | +39.8% |
| 10Y | +84.9% | +152.4% | -67.6% | +67.3% |
| All | +84.9% | +144.3% | -59.4% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling