+120.4%
MTSI vs MTCH
+9.3%
+111.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.3% |
| 7D | +11.1% | -2.4% | +13.5% | +10.6% |
| 30D | -3.7% | +12.8% | -16.5% | -1.5% |
| 3M | -20.2% | +20.0% | -40.2% | -17.7% |
| 6M | +30.8% | +34.7% | -3.9% | +31.6% |
| YTD | +67.0% | +30.6% | +36.5% | +70.2% |
| 1Y | +120.4% | +10.9% | +109.5% | +115.9% |
| All | +120.4% | +9.3% | +111.1% | +115.9% |
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 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