+35.3%
MAS vs MTCH
-72.9%
+108.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | -0.8% | +0.7% | -1.4% | -1.0% |
| 30D | -5.6% | +9.7% | -15.3% | -8.0% |
| 3M | +4.4% | +21.1% | -16.6% | -1.3% |
| 6M | +7.2% | +37.5% | -30.3% | -2.5% |
| YTD | +16.1% | +31.9% | -15.8% | +6.5% |
| 1Y | +0.1% | +14.6% | -14.5% | -4.7% |
| 3Y | +28.3% | -6.2% | +34.5% | +24.8% |
| All | +35.3% | -72.9% | +108.2% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling