-32.8%
MOS vs MTCH
-74.5%
+41.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +21.6% | -5.7% | +27.3% | +22.7% |
| 30D | +12.0% | -4.5% | +16.4% | +12.6% |
| 3M | -3.9% | +7.1% | -11.0% | -5.0% |
| 6M | -3.3% | +3.8% | -7.1% | -4.3% |
| YTD | -4.6% | +23.6% | -28.3% | -8.3% |
| 1Y | -7.0% | +22.2% | -29.2% | -10.4% |
| 3Y | -24.4% | +43.6% | -68.0% | -30.7% |
| All | -32.8% | -74.5% | +41.8% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling