+121.1%
MSTR vs MTCH
+47.1%
+74.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -13.4% | +6.7% | -20.1% | -15.7% |
| 30D | -22.1% | -1.8% | -20.3% | -21.7% |
| 3M | +15.0% | +12.2% | +2.7% | +8.7% |
| 6M | -37.3% | +16.6% | -53.9% | -41.9% |
| YTD | -26.5% | +31.8% | -58.4% | -35.2% |
| 1Y | -46.5% | +30.8% | -77.3% | -52.7% |
| 3Y | +121.1% | +49.6% | +71.4% | +86.0% |
| All | +121.1% | +47.1% | +74.0% | +86.0% |
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