+2,800.3%
MSCI vs MTCH
+536.9%
+2,263.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +3.0% | +6.7% | -3.7% | +1.1% |
| 30D | +17.8% | -1.8% | +19.6% | +18.2% |
| 3M | +15.2% | +12.2% | +3.0% | +11.0% |
| 6M | +16.5% | +16.6% | -0.1% | +10.7% |
| YTD | +16.4% | +31.8% | -15.5% | +6.2% |
| 1Y | +16.8% | +30.8% | -14.0% | +6.8% |
| 3Y | +35.8% | +49.6% | -13.9% | +14.5% |
| 5Y | +7.0% | -70.3% | +77.3% | +38.7% |
| 10Y | +818.6% | +155.1% | +663.5% | +444.5% |
| All | +2,800.3% | +536.9% | +2,263.5% | +793.1% |
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 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