+2,533.8%
MRSH vs MTCH
+14,793.4%
-12,259.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -4.8% | +1.3% | -6.0% | -4.9% |
| 30D | -6.3% | +15.9% | -22.2% | -8.1% |
| 3M | +5.8% | +23.3% | -17.5% | +2.8% |
| 6M | +2.8% | +40.1% | -37.3% | -2.0% |
| YTD | -3.1% | +33.6% | -36.7% | -7.2% |
| 1Y | -11.3% | +14.1% | -25.3% | -13.4% |
| 3Y | -5.0% | +1.4% | -6.4% | -7.7% |
| 5Y | +19.2% | -73.1% | +92.3% | +34.2% |
| 10Y | +217.4% | +204.8% | +12.6% | +142.5% |
| All | +2,533.8% | +14,793.4% | -12,259.6% | +1,469.4% |
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