+215.9%
MAS vs MTCH
+166.8%
+49.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.0% | -5.7% | +7.7% | +3.3% |
| 30D | +19.4% | -4.5% | +23.9% | +20.5% |
| 3M | +9.4% | +7.1% | +2.3% | +7.5% |
| 6M | +15.3% | +3.8% | +11.6% | +13.8% |
| YTD | +31.3% | +23.6% | +7.7% | +24.2% |
| 1Y | +34.9% | +22.2% | +12.6% | +27.8% |
| 3Y | +58.6% | +43.6% | +15.0% | +42.7% |
| 5Y | +40.7% | -74.6% | +115.3% | +67.6% |
| All | +215.9% | +166.8% | +49.1% | +141.8% |
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