+20.2%
MAS vs MTCH
+4.0%
+16.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.8% |
| 7D | +4.6% | -8.2% | +12.7% | +6.4% |
| 30D | +19.9% | -3.6% | +23.5% | +20.7% |
| 3M | +8.9% | +3.2% | +5.7% | +7.6% |
| 6M | +20.2% | +5.1% | +15.1% | +17.2% |
| All | +20.2% | +4.0% | +16.2% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling