+224.3%
MAS vs MTCH
+168.0%
+56.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +3.3% | -6.6% | +9.9% | +4.8% |
| 30D | +25.5% | -4.4% | +29.8% | +26.6% |
| 3M | +11.8% | +6.0% | +5.8% | +10.1% |
| 6M | +21.3% | +7.4% | +13.9% | +18.9% |
| YTD | +37.7% | +24.5% | +13.3% | +30.1% |
| 1Y | +41.0% | +22.3% | +18.7% | +33.7% |
| 3Y | +63.0% | +42.4% | +20.6% | +46.9% |
| 5Y | +44.1% | -73.6% | +117.7% | +70.5% |
| 10Y | +224.3% | +148.4% | +75.9% | +151.2% |
| All | +224.3% | +168.0% | +56.3% | +151.2% |
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