-5.0%
MRSH vs MTCH
-0.9%
-4.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -4.8% | +1.3% | -6.0% | -4.8% |
| 30D | -6.3% | +15.9% | -22.2% | -7.1% |
| 3M | +5.8% | +23.3% | -17.5% | +4.6% |
| 6M | +2.8% | +40.1% | -37.3% | +0.9% |
| YTD | -3.1% | +33.6% | -36.7% | -4.8% |
| 1Y | -11.3% | +14.1% | -25.3% | -12.2% |
| 3Y | -5.0% | +1.4% | -6.4% | -4.5% |
| All | -5.0% | -0.9% | -4.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling