+246.1%
MTSI vs MTCH
-3.6%
+249.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | +4.9% | -1.8% | +6.7% | +5.0% |
| 30D | -11.6% | +10.4% | -22.0% | -12.6% |
| 3M | -24.1% | +21.0% | -45.1% | -26.0% |
| 6M | +32.4% | +36.6% | -4.2% | +25.6% |
| YTD | +60.4% | +29.7% | +30.8% | +53.2% |
| 1Y | +111.0% | +8.6% | +102.4% | +107.7% |
| 3Y | +246.1% | -2.7% | +248.8% | +238.3% |
| All | +246.1% | -3.6% | +249.8% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling