-10.1%
MSCI vs MTCH
-72.5%
+62.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | -1.2% | +12.8% | -14.0% | -4.6% |
| 3M | -8.4% | +20.0% | -28.4% | -13.4% |
| 6M | -1.0% | +34.7% | -35.8% | -9.7% |
| YTD | -2.3% | +30.6% | -32.8% | -10.2% |
| 1Y | -1.2% | +10.9% | -12.1% | -5.2% |
| 3Y | +7.9% | -2.0% | +10.0% | +3.8% |
| 5Y | -10.1% | -72.6% | +62.6% | +24.1% |
| All | -10.1% | -72.5% | +62.5% | +24.1% |
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