+212.3%
MAS vs MTCH
+142.9%
+69.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.0% | +6.7% | -3.7% | +1.5% |
| 30D | +22.4% | -1.8% | +24.2% | +22.8% |
| 3M | +14.5% | +12.2% | +2.3% | +11.3% |
| 6M | +27.1% | +16.6% | +10.5% | +22.3% |
| YTD | +35.8% | +31.8% | +3.9% | +26.6% |
| 1Y | +39.4% | +30.8% | +8.6% | +30.2% |
| 3Y | +60.3% | +49.6% | +10.6% | +42.8% |
| 5Y | +39.4% | -70.3% | +109.8% | +61.4% |
| All | +212.3% | +142.9% | +69.4% | +136.5% |
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