+553.7%
MS vs MTCH
+144.3%
+409.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +0.8% | +3.7% | -3.0% | 0.0% |
| 30D | -0.7% | -2.8% | +2.1% | -0.3% |
| 3M | -12.4% | +9.3% | -21.6% | -14.4% |
| 6M | -1.7% | +9.2% | -10.9% | -4.4% |
| YTD | +8.0% | +26.5% | -18.4% | +1.5% |
| 1Y | +16.2% | +22.6% | -6.4% | +9.9% |
| 3Y | +171.3% | +40.8% | +130.5% | +144.0% |
| 5Y | +124.8% | -72.9% | +197.6% | +170.3% |
| 10Y | +553.7% | +152.4% | +401.2% | +438.4% |
| All | +553.7% | +144.3% | +409.4% | +438.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling