+73.2%
MSFU vs MTCH
-18.4%
+91.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.7% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | +0.5% | +15.9% | -15.4% | -4.1% |
| 3M | +51.9% | +23.3% | +28.6% | +42.4% |
| 6M | +35.0% | +40.1% | -5.2% | +22.1% |
| YTD | -9.0% | +33.6% | -42.6% | -16.6% |
| 1Y | -18.8% | +14.1% | -32.9% | -22.6% |
| 3Y | +25.5% | +1.4% | +24.1% | +21.1% |
| All | +73.2% | -18.4% | +91.5% | +95.5% |
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