-88.0%
MSTU vs MTCH
+22.8%
-110.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.1% |
| 7D | -16.6% | +1.3% | -17.9% | -17.7% |
| 30D | +69.7% | +15.9% | +53.8% | +42.6% |
| 3M | -7.5% | +23.3% | -30.8% | -28.6% |
| 6M | -43.1% | +40.1% | -83.3% | -61.2% |
| YTD | -63.0% | +33.6% | -96.6% | -73.2% |
| 1Y | -93.8% | +14.1% | -107.9% | -94.7% |
| All | -88.0% | +22.8% | -110.7% | -92.6% |
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