-77.4%
STLA vs MTCH
+47.1%
-124.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -13.8% | +6.7% | -20.4% | -15.5% |
| 30D | -10.5% | -1.8% | -8.7% | -10.5% |
| 3M | -28.9% | +12.2% | -41.1% | -31.9% |
| 6M | -49.7% | +16.6% | -66.3% | -52.6% |
| YTD | -64.9% | +31.8% | -96.8% | -68.5% |
| 1Y | -64.0% | +30.8% | -94.9% | -67.5% |
| 3Y | -77.4% | +49.6% | -127.1% | -81.8% |
| All | -77.4% | +47.1% | -124.5% | -81.8% |
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