+2,417.1%
MSCI vs MTCH
+537.2%
+1,879.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +0.6% | +9.7% | -9.2% | -2.2% |
| 3M | -7.1% | +21.1% | -28.1% | -12.4% |
| 6M | +0.8% | +37.5% | -36.7% | -8.6% |
| YTD | +1.0% | +31.9% | -30.9% | -7.5% |
| 1Y | +4.3% | +14.6% | -10.2% | -0.9% |
| 3Y | +9.9% | -6.2% | +16.1% | +6.3% |
| 5Y | -6.8% | -70.6% | +63.8% | +20.8% |
| 10Y | +614.7% | +185.6% | +429.1% | +306.4% |
| All | +2,417.1% | +537.2% | +1,879.9% | +677.3% |
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