+1,252.0%
MSTR vs MTCH
+1,278.8%
-26.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +12.2% | +0.7% | +11.5% | +11.7% |
| 30D | +45.2% | +9.7% | +35.4% | +39.7% |
| 3M | +10.4% | +21.1% | -10.7% | +1.9% |
| 6M | -2.5% | +37.5% | -40.0% | -14.1% |
| YTD | -6.0% | +31.9% | -37.9% | -15.9% |
| 1Y | -56.4% | +14.6% | -71.0% | -58.9% |
| 3Y | +306.3% | -6.2% | +312.4% | +295.6% |
| 5Y | +100.5% | -70.6% | +171.1% | +198.9% |
| 10Y | +741.1% | +185.6% | +555.5% | +356.7% |
| All | +1,252.0% | +1,278.8% | -26.8% | +159.2% |
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