+179.1%
MS vs MTCH
-3.6%
+182.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +2.5% | -1.8% | +4.3% | +2.9% |
| 30D | 0.0% | +10.4% | -10.5% | -2.6% |
| 3M | +2.4% | +21.0% | -18.6% | -3.0% |
| 6M | +36.4% | +36.6% | -0.2% | +24.8% |
| YTD | +23.8% | +29.7% | -5.9% | +14.7% |
| 1Y | +48.6% | +8.6% | +40.0% | +43.7% |
| 3Y | +179.1% | -2.7% | +181.9% | +163.0% |
| All | +179.1% | -3.6% | +182.8% | +163.0% |
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