-16.3%
MOS vs MTCH
+10.1%
-26.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.8% |
| 7D | +7.1% | -1.8% | +8.9% | +7.3% |
| 30D | +15.0% | +10.4% | +4.6% | +13.9% |
| 3M | +24.1% | +21.0% | +3.1% | +20.6% |
| 6M | +2.7% | +36.6% | -33.9% | -1.8% |
| YTD | +12.2% | +29.7% | -17.5% | +8.1% |
| 1Y | -16.3% | +8.6% | -24.9% | -16.8% |
| All | -16.3% | +10.1% | -26.4% | -16.8% |
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