+340.3%
MTSI vs MTCH
-73.0%
+413.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | +4.9% | -1.8% | +6.7% | +5.3% |
| 30D | -11.6% | +10.4% | -22.0% | -14.2% |
| 3M | -24.1% | +21.0% | -45.1% | -28.7% |
| 6M | +32.4% | +36.6% | -4.2% | +18.9% |
| YTD | +60.4% | +29.7% | +30.8% | +45.5% |
| 1Y | +111.0% | +8.6% | +102.4% | +101.9% |
| 3Y | +246.1% | -2.7% | +248.8% | +229.0% |
| 5Y | +340.3% | -72.9% | +413.2% | +551.3% |
| All | +340.3% | -73.0% | +413.3% | +551.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling