+214.8%
MAS vs MTCH
+144.3%
+70.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +3.6% | +3.7% | -0.2% | +2.8% |
| 30D | +23.8% | -2.8% | +26.6% | +24.5% |
| 3M | +14.4% | +9.3% | +5.1% | +11.9% |
| 6M | +19.7% | +9.2% | +10.6% | +16.9% |
| YTD | +36.0% | +26.5% | +9.5% | +28.0% |
| 1Y | +40.4% | +22.6% | +17.7% | +33.0% |
| 3Y | +58.9% | +40.8% | +18.2% | +43.5% |
| 5Y | +44.5% | -72.9% | +117.4% | +70.1% |
| 10Y | +214.8% | +152.4% | +62.3% | +142.8% |
| All | +214.8% | +144.3% | +70.5% | +142.8% |
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