+24.1%
MSFU vs MTCH
-2.2%
+26.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -6.9% | -1.4% | -5.5% | -6.6% |
| 30D | -5.1% | +13.6% | -18.8% | -8.2% |
| 3M | +44.6% | +22.4% | +22.2% | +37.7% |
| 6M | +32.8% | +37.2% | -4.4% | +23.8% |
| YTD | -10.1% | +31.8% | -41.9% | -15.6% |
| 1Y | -19.4% | +12.9% | -32.3% | -22.6% |
| All | +24.1% | -2.2% | +26.3% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling