+19.0%
MSCI vs MTCH
+27.4%
-8.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.2% |
| 7D | +11.5% | -4.4% | +15.9% | +12.5% |
| 30D | +22.1% | -0.3% | +22.4% | +21.9% |
| 3M | +18.4% | -2.0% | +20.4% | +18.3% |
| 6M | +16.6% | +6.4% | +10.2% | +13.2% |
| YTD | +18.8% | +27.3% | -8.5% | +9.2% |
| 1Y | +19.0% | +30.3% | -11.4% | +8.7% |
| All | +19.0% | +27.4% | -8.5% | +8.7% |
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 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