+42.7%
MKSI vs MTCH
+27.4%
+15.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.4% | -9.4% | -4.7% |
| 7D | -10.7% | -4.4% | -6.3% | -10.7% |
| 30D | -30.5% | -0.3% | -30.2% | -30.6% |
| 3M | -39.2% | -2.0% | -37.2% | -39.3% |
| 6M | -33.0% | +6.4% | -39.5% | -33.6% |
| YTD | +22.3% | +27.3% | -5.0% | +16.8% |
| 1Y | +42.7% | +30.3% | +12.4% | +34.5% |
| All | +42.7% | +27.4% | +15.3% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling