+581.1%
MTSI vs MTCH
+188.8%
+392.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | +11.1% | -2.4% | +13.5% | +11.9% |
| 30D | -3.7% | +12.8% | -16.5% | -7.5% |
| 3M | -20.2% | +20.0% | -40.2% | -25.5% |
| 6M | +30.8% | +34.7% | -3.9% | +16.9% |
| YTD | +67.0% | +30.6% | +36.5% | +49.9% |
| 1Y | +120.4% | +10.9% | +109.5% | +108.1% |
| 3Y | +260.4% | -2.0% | +262.4% | +238.4% |
| 5Y | +356.3% | -72.6% | +428.9% | +530.1% |
| 10Y | +581.1% | +197.9% | +383.2% | +415.7% |
| All | +581.1% | +188.8% | +392.3% | +415.7% |
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