+27.5%
USFR vs MTCH
+132.3%
-104.8%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | -2.4% | +2.4% | +0.1% |
| 30D | +0.3% | +12.8% | -12.5% | +0.3% |
| 3M | +1.0% | +20.0% | -19.0% | +1.0% |
| 6M | +1.9% | +34.7% | -32.8% | +1.9% |
| YTD | +2.7% | +30.6% | -27.9% | +2.6% |
| 1Y | +4.0% | +10.9% | -7.0% | +4.0% |
| 3Y | +14.0% | -2.0% | +16.1% | +14.0% |
| 5Y | +20.4% | -72.6% | +93.1% | +20.6% |
| 10Y | +28.0% | +197.9% | -169.9% | +27.2% |
| All | +27.5% | +132.3% | -104.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling