+659.5%
MSTR vs MTCH
+208.0%
+451.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | -8.3% | +1.3% | -9.6% | -8.7% |
| 30D | +38.1% | +15.9% | +22.2% | +30.2% |
| 3M | +9.0% | +23.3% | -14.3% | +0.1% |
| 6M | -5.3% | +40.1% | -45.5% | -17.1% |
| YTD | -13.8% | +33.6% | -47.4% | -23.2% |
| 1Y | -59.8% | +14.1% | -73.9% | -62.0% |
| 3Y | +282.2% | +1.4% | +280.8% | +261.5% |
| 5Y | +112.8% | -73.1% | +185.9% | +188.0% |
| All | +659.5% | +208.0% | +451.4% | +571.2% |
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 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