+514.9%
MKSI vs MTCH
+208.0%
+306.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | -12.8% | +15.9% | -28.7% | -17.8% |
| 3M | -22.5% | +23.3% | -45.8% | -29.0% |
| 6M | +19.4% | +40.1% | -20.7% | +3.7% |
| YTD | +67.7% | +33.6% | +34.1% | +47.7% |
| 1Y | +131.4% | +14.1% | +117.3% | +116.1% |
| 3Y | +197.3% | +1.4% | +195.9% | +178.3% |
| 5Y | +87.0% | -73.1% | +160.1% | +163.8% |
| All | +514.9% | +208.0% | +306.9% | +272.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling