+1,795.2%
MSI vs MTCH
+14,793.4%
-12,998.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | -0.8% | +15.9% | -16.6% | -3.3% |
| 3M | +13.9% | +23.3% | -9.3% | +9.5% |
| 6M | +1.3% | +40.1% | -38.8% | -5.0% |
| YTD | +22.3% | +33.6% | -11.3% | +15.2% |
| 1Y | -3.9% | +14.1% | -17.9% | -7.0% |
| 3Y | +69.9% | +1.4% | +68.5% | +63.1% |
| 5Y | +103.8% | -73.1% | +176.9% | +139.3% |
| 10Y | +606.4% | +204.8% | +401.6% | +384.7% |
| All | +1,795.2% | +14,793.4% | -12,998.2% | +838.2% |
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 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