+636.5%
VSH vs MTCH
+14,456.1%
-13,819.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +3.5% | -2.4% | +5.9% | +4.1% |
| 30D | -4.4% | +12.8% | -17.2% | -7.3% |
| 3M | -45.8% | +20.0% | -65.8% | -48.3% |
| 6M | +90.1% | +34.7% | +55.4% | +76.3% |
| YTD | +120.3% | +30.6% | +89.8% | +105.0% |
| 1Y | +112.2% | +10.9% | +101.3% | +105.2% |
| 3Y | +36.6% | -2.0% | +38.6% | +32.7% |
| 5Y | +67.0% | -72.6% | +139.7% | +108.0% |
| 10Y | +179.5% | +197.9% | -18.4% | +83.4% |
| All | +636.5% | +14,456.1% | -13,819.6% | +226.1% |
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 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