+144.8%
MS vs MTCH
-73.0%
+217.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 6M | +36.4% | +36.6% | -0.2% | +25.1% |
| YTD | +23.8% | +29.7% | -5.9% | +14.9% |
| 1Y | +48.6% | +8.6% | +40.0% | +43.9% |
| 3Y | +179.1% | -2.7% | +181.9% | +169.2% |
| 5Y | +144.8% | -72.9% | +217.7% | +187.8% |
| All | +144.8% | -73.0% | +217.8% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling