+1,115.9%
MTSI vs MTCH
+226.9%
+889.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.2% | +6.1% | +9.1% |
| 7D | +7.2% | +3.5% | +3.6% | +6.3% |
| 30D | -18.4% | +0.3% | -18.7% | -18.8% |
| 3M | -16.7% | +13.7% | -30.4% | -20.6% |
| 6M | -31.7% | +17.6% | -49.3% | -36.2% |
| YTD | +45.9% | +31.8% | +14.0% | +30.1% |
| 1Y | +47.0% | +29.2% | +17.7% | +31.8% |
| 3Y | +224.1% | +46.7% | +177.4% | +166.9% |
| 5Y | +238.5% | -70.9% | +309.4% | +349.3% |
| 10Y | +512.7% | +155.1% | +357.6% | +319.1% |
| All | +1,115.9% | +226.9% | +889.0% | +621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling