+803.2%
MS vs MTCH
+188.8%
+614.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.7% | -2.4% | +4.0% | +2.2% |
| 30D | 0.0% | +12.8% | -12.8% | -2.7% |
| 3M | +3.0% | +20.0% | -17.0% | -1.6% |
| 6M | +35.7% | +34.7% | +1.0% | +26.2% |
| YTD | +23.3% | +30.6% | -7.3% | +15.3% |
| 1Y | +44.7% | +10.9% | +33.7% | +40.1% |
| 3Y | +178.0% | -2.0% | +180.0% | +169.4% |
| 5Y | +143.2% | -72.6% | +215.8% | +191.9% |
| 10Y | +803.2% | +197.9% | +605.3% | +569.7% |
| All | +803.2% | +188.8% | +614.4% | +569.7% |
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