+16.3%
MOS vs MTCH
+188.8%
-172.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +1.7% | -2.4% | +4.0% | +2.1% |
| 30D | +11.7% | +12.8% | -1.1% | +9.4% |
| 3M | +23.2% | +20.0% | +3.2% | +19.2% |
| 6M | -1.6% | +34.7% | -36.4% | -6.9% |
| YTD | +10.8% | +30.6% | -19.7% | +5.2% |
| 1Y | -16.2% | +10.9% | -27.2% | -18.3% |
| 3Y | -24.2% | -2.0% | -22.2% | -26.3% |
| 5Y | -6.6% | -72.6% | +66.0% | +7.7% |
| 10Y | +16.3% | +197.9% | -181.6% | -14.6% |
| All | +16.3% | +188.8% | -172.5% | -14.6% |
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