+102.8%
MSI vs MTCH
-72.5%
+175.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.8% |
| 7D | -1.8% | -1.4% | -0.3% | -1.6% |
| 30D | -0.6% | +13.6% | -14.3% | -2.2% |
| 3M | +13.0% | +22.4% | -9.4% | +10.1% |
| 6M | +0.5% | +37.2% | -36.7% | -3.7% |
| YTD | +21.7% | +31.8% | -10.1% | +17.0% |
| 1Y | -2.6% | +12.9% | -15.5% | -4.6% |
| 3Y | +69.7% | -1.1% | +70.8% | +66.7% |
| 5Y | +102.8% | -73.5% | +176.3% | +139.4% |
| All | +102.8% | -72.5% | +175.3% | +139.4% |
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