-87.2%
MSTU vs MTCH
+27.4%
-114.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.4% | +5.9% | +6.3% |
| 7D | -4.8% | -4.4% | -0.4% | -1.5% |
| 30D | -29.6% | -0.3% | -29.3% | -29.9% |
| 3M | +69.4% | -2.0% | +71.4% | +66.3% |
| 6M | -62.2% | +6.4% | -68.7% | -66.9% |
| YTD | -61.1% | +27.3% | -88.4% | -72.6% |
| 1Y | -87.2% | +30.3% | -117.5% | -91.4% |
| All | -87.2% | +27.4% | -114.6% | -91.4% |
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