+41.0%
MAS vs MTCH
-74.5%
+115.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.0% | -5.7% | +7.7% | +3.6% |
| 30D | +19.4% | -4.5% | +23.9% | +20.8% |
| 3M | +9.4% | +7.1% | +2.3% | +6.9% |
| 6M | +15.3% | +3.8% | +11.6% | +13.2% |
| YTD | +31.3% | +23.6% | +7.7% | +22.0% |
| 1Y | +34.9% | +22.2% | +12.6% | +25.6% |
| 3Y | +58.6% | +43.6% | +15.0% | +36.6% |
| All | +41.0% | -74.5% | +115.5% | +74.0% |
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