+1,411.0%
ASML vs MTCH
+166.1%
+1,244.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.1% |
| 7D | -9.0% | -5.7% | -3.3% | -7.6% |
| 30D | -21.0% | -4.5% | -16.5% | -20.2% |
| 3M | -16.3% | +7.1% | -23.4% | -18.8% |
| 6M | -7.5% | +3.8% | -11.3% | -10.0% |
| YTD | +34.0% | +23.6% | +10.4% | +22.7% |
| 1Y | +39.3% | +22.2% | +17.0% | +27.9% |
| 3Y | +128.9% | +43.6% | +85.3% | +91.8% |
| 5Y | +76.1% | -74.6% | +150.7% | +141.3% |
| All | +1,411.0% | +166.1% | +1,244.9% | +1,049.4% |
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 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