+70.6%
MOS vs MTCH
+14,002.5%
-13,931.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.7% |
| 7D | +24.8% | +3.7% | +21.1% | +24.2% |
| 30D | +22.7% | -2.8% | +25.5% | +23.1% |
| 3M | -1.2% | +9.3% | -10.5% | -2.6% |
| 6M | +5.5% | +9.2% | -3.6% | +3.8% |
| YTD | -2.0% | +26.5% | -28.5% | -5.9% |
| 1Y | -7.9% | +22.6% | -30.6% | -11.2% |
| 3Y | -25.0% | +40.8% | -65.7% | -30.3% |
| 5Y | -27.7% | -72.9% | +45.1% | -18.1% |
| 10Y | -1.6% | +152.4% | -154.0% | -22.7% |
| All | +70.6% | +14,002.5% | -13,931.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling