+107.1%
MSTR vs MTCH
-72.5%
+179.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.2% |
| 7D | +7.7% | -2.4% | +10.1% | +9.4% |
| 30D | +36.3% | +12.8% | +23.5% | +25.8% |
| 3M | +13.4% | +20.0% | -6.6% | -0.1% |
| 6M | -4.5% | +34.7% | -39.2% | -21.8% |
| YTD | -12.7% | +30.6% | -43.2% | -27.2% |
| 1Y | -59.6% | +10.9% | -70.5% | -62.8% |
| 3Y | +272.5% | -2.0% | +274.5% | +244.3% |
| 5Y | +107.1% | -72.6% | +179.8% | +315.5% |
| All | +107.1% | -72.5% | +179.7% | +315.5% |
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