+477.8%
MTSI vs MTCH
+144.3%
+333.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -2.0% |
| 7D | -3.8% | +3.7% | -7.6% | -4.8% |
| 30D | -31.4% | -2.8% | -28.6% | -31.1% |
| 3M | -23.8% | +9.3% | -33.0% | -26.7% |
| 6M | -37.1% | +9.2% | -46.2% | -40.0% |
| YTD | +32.2% | +26.5% | +5.7% | +18.7% |
| 1Y | +26.9% | +22.6% | +4.3% | +15.1% |
| 3Y | +193.7% | +40.8% | +153.0% | +142.2% |
| 5Y | +218.0% | -72.9% | +290.9% | +341.7% |
| 10Y | +477.8% | +152.4% | +325.3% | +310.6% |
| All | +477.8% | +144.3% | +333.5% | +310.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling