+978.2%
MAS vs MTCH
+14,607.2%
-13,629.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | -0.8% | +0.7% | -1.4% | -0.9% |
| 30D | -5.6% | +9.7% | -15.3% | -7.0% |
| 3M | +4.4% | +21.1% | -16.6% | +1.1% |
| 6M | +7.2% | +37.5% | -30.3% | +1.4% |
| YTD | +16.1% | +31.9% | -15.8% | +10.4% |
| 1Y | +0.1% | +14.6% | -14.5% | -2.7% |
| 3Y | +28.3% | -6.2% | +34.5% | +26.6% |
| 5Y | +30.5% | -70.6% | +101.0% | +49.2% |
| 10Y | +139.1% | +185.6% | -46.4% | +83.5% |
| All | +978.2% | +14,607.2% | -13,629.0% | +528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling