+16.2%
MS vs MTCH
+23.0%
-6.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +0.8% | +3.7% | -3.0% | +0.1% |
| 30D | -0.7% | -2.8% | +2.1% | -0.6% |
| 3M | -12.4% | +9.3% | -21.6% | -14.8% |
| 6M | -1.7% | +9.2% | -10.9% | -5.0% |
| YTD | +8.0% | +26.5% | -18.4% | -0.9% |
| 1Y | +16.2% | +22.6% | -6.4% | +7.8% |
| All | +16.2% | +23.0% | -6.7% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling