-99.2%
MSTZ vs MTCH
+19.2%
-118.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.7% | +9.9% | +6.4% |
| 7D | -25.4% | -1.8% | -23.6% | -26.7% |
| 30D | -60.9% | +10.4% | -71.3% | -56.4% |
| 3M | -54.2% | +21.0% | -75.2% | -41.7% |
| 6M | -65.0% | +36.6% | -101.6% | -46.6% |
| YTD | -76.5% | +29.7% | -106.2% | -64.4% |
| 1Y | -23.4% | +8.6% | -32.0% | -0.3% |
| All | -99.2% | +19.2% | -118.4% | -97.9% |
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 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