+620.6%
MSCI vs MTCH
+208.0%
+412.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | -1.1% | +15.9% | -17.0% | -5.0% |
| 3M | -6.3% | +23.3% | -29.6% | -11.7% |
| 6M | +2.1% | +40.1% | -38.0% | -7.2% |
| YTD | -2.3% | +33.6% | -35.8% | -10.2% |
| 1Y | -3.9% | +14.1% | -18.0% | -8.2% |
| 3Y | +7.5% | +1.4% | +6.0% | +2.1% |
| 5Y | -9.8% | -73.1% | +63.4% | +16.8% |
| All | +620.6% | +208.0% | +412.6% | +429.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling