+287.2%
MSTR vs MTCH
-3.1%
+290.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +7.7% | -2.4% | +10.1% | +8.7% |
| 30D | +36.3% | +12.8% | +23.5% | +29.7% |
| 3M | +13.4% | +20.0% | -6.6% | +4.8% |
| 6M | -4.5% | +34.7% | -39.2% | -15.3% |
| YTD | -12.7% | +30.6% | -43.2% | -21.6% |
| 1Y | -59.6% | +10.9% | -70.5% | -61.8% |
| All | +287.2% | -3.1% | +290.4% | +268.7% |
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