+96.5%
STM vs MTCH
+27.4%
+69.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.4% | -10.5% | -6.5% |
| 7D | -6.0% | -4.4% | -1.6% | -5.5% |
| 30D | -20.9% | -0.3% | -20.6% | -21.2% |
| 3M | -15.8% | -2.0% | -13.7% | -15.9% |
| 6M | -17.0% | +6.4% | -23.5% | -19.0% |
| YTD | +76.8% | +27.3% | +49.4% | +55.8% |
| 1Y | +96.5% | +30.3% | +66.2% | +69.2% |
| All | +96.5% | +27.4% | +69.1% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling