-92.7%
MSTU vs MTCH
+13.9%
-106.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -1.6% |
| 7D | +21.3% | +0.7% | +20.7% | +19.4% |
| 30D | +90.8% | +9.7% | +81.1% | +67.7% |
| 3M | -6.8% | +21.1% | -27.8% | -30.7% |
| 6M | -39.8% | +37.5% | -77.3% | -61.7% |
| YTD | -55.7% | +31.9% | -87.6% | -69.7% |
| 1Y | -92.7% | +14.6% | -107.2% | -93.9% |
| All | -92.7% | +13.9% | -106.6% | -93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling