+198.1%
MTCH vs EXR
+151.8%
+46.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +1.3% | -1.2% | +2.4% | +1.6% |
| 30D | +15.9% | -6.2% | +22.1% | +18.4% |
| 3M | +23.3% | -7.4% | +30.7% | +26.4% |
| 6M | +40.1% | -0.5% | +40.7% | +40.0% |
| YTD | +33.6% | +8.1% | +25.5% | +29.4% |
| 1Y | +14.1% | -2.9% | +16.9% | +14.4% |
| 3Y | +1.4% | +22.9% | -21.5% | -7.6% |
| 5Y | -73.1% | -10.2% | -63.0% | -73.3% |
| All | +198.1% | +151.8% | +46.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling