-11.4%
MOS vs MTCH
+29.4%
-40.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -4.6% |
| 7D | -2.6% | +6.7% | -9.2% | -3.4% |
| 30D | +13.5% | -1.4% | +14.8% | +12.8% |
| 3M | -2.9% | +14.8% | -17.7% | -4.2% |
| 6M | -1.0% | +19.4% | -20.4% | -3.3% |
| YTD | -7.2% | +32.3% | -39.5% | -9.1% |
| 1Y | -11.4% | +29.5% | -40.9% | -12.4% |
| All | -11.4% | +29.4% | -40.8% | -12.4% |
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