+70.7%
MSFU vs MTCH
-20.2%
+90.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -2.3% | -2.4% | 0.0% | -1.6% |
| 30D | -6.3% | +12.8% | -19.0% | -9.8% |
| 3M | +40.0% | +20.0% | +20.0% | +32.3% |
| 6M | +30.1% | +34.7% | -4.6% | +19.1% |
| YTD | -10.3% | +30.6% | -40.9% | -17.2% |
| 1Y | -19.0% | +10.9% | -30.0% | -22.2% |
| 3Y | +25.8% | -2.0% | +27.8% | +22.9% |
| All | +70.7% | -20.2% | +90.9% | +94.2% |
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