-30.2%
MSTZ vs MTCH
+13.9%
-44.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +1.0% |
| 7D | -29.7% | +0.7% | -30.4% | -29.7% |
| 30D | -65.3% | +9.7% | -75.0% | -61.0% |
| 3M | -57.3% | +21.1% | -78.4% | -42.9% |
| 6M | -61.6% | +37.5% | -99.1% | -35.1% |
| YTD | -78.3% | +31.9% | -110.2% | -63.3% |
| 1Y | -30.2% | +14.6% | -44.8% | -0.2% |
| All | -30.2% | +13.9% | -44.2% | -0.2% |
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 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