+5,256.1%
MS vs MTCH
+10,025.0%
-4,768.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.6% | -5.7% | +4.2% | -0.3% |
| 30D | -3.8% | -4.5% | +0.7% | -3.0% |
| 3M | -14.6% | +7.1% | -21.7% | -16.3% |
| 6M | -5.1% | +3.8% | -8.8% | -6.7% |
| YTD | +4.5% | +23.6% | -19.1% | -1.5% |
| 1Y | +13.5% | +22.2% | -8.7% | +7.3% |
| 3Y | +160.4% | +43.6% | +116.8% | +132.2% |
| 5Y | +112.9% | -74.6% | +187.4% | +167.3% |
| 10Y | +633.4% | +176.9% | +456.5% | +382.0% |
| All | +5,256.1% | +10,025.0% | -4,768.9% | +2,476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling