-88.4%
MSTU vs MTCH
+21.1%
-109.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -7.8% |
| 7D | -22.0% | -1.4% | -20.6% | -20.8% |
| 30D | +60.3% | +13.6% | +46.7% | +37.5% |
| 3M | -3.7% | +22.4% | -26.1% | -25.2% |
| 6M | -45.2% | +37.2% | -82.4% | -61.8% |
| YTD | -64.3% | +31.8% | -96.1% | -73.8% |
| 1Y | -94.0% | +12.9% | -106.9% | -94.8% |
| All | -88.4% | +21.1% | -109.5% | -92.7% |
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