+4.1%
USFR vs MTCH
+27.4%
-23.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | 0.0% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | +0.4% | -0.3% | +0.7% | +0.4% |
| 3M | +1.1% | -2.0% | +3.1% | +1.1% |
| 6M | +2.0% | +6.4% | -4.4% | +2.0% |
| YTD | +3.4% | +27.3% | -24.0% | +3.4% |
| 1Y | +4.1% | +30.3% | -26.2% | +4.1% |
| All | +4.1% | +27.4% | -23.3% | +4.1% |
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