+50.9%
STLA vs MTCH
+208.0%
-157.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | -2.9% | +1.3% | -4.1% | -3.2% |
| 30D | +0.9% | +15.9% | -14.9% | -2.9% |
| 3M | -21.6% | +23.3% | -44.9% | -26.0% |
| 6M | -21.6% | +40.1% | -61.8% | -28.4% |
| YTD | -50.4% | +33.6% | -84.0% | -54.4% |
| 1Y | -43.6% | +14.1% | -57.7% | -46.0% |
| 3Y | -66.4% | +1.4% | -67.8% | -67.8% |
| 5Y | -62.3% | -73.1% | +10.8% | -53.2% |
| All | +50.9% | +208.0% | -157.1% | +2.4% |
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