+98.8%
STM vs MTCH
+12.5%
+86.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -1.1% | -1.4% | +0.4% | -0.7% |
| 30D | -7.8% | +13.6% | -21.5% | -11.5% |
| 3M | -28.2% | +22.4% | -50.6% | -33.6% |
| 6M | +52.0% | +37.2% | +14.8% | +30.2% |
| YTD | +96.4% | +31.8% | +64.6% | +70.8% |
| 1Y | +98.8% | +12.9% | +85.9% | +76.2% |
| All | +98.8% | +12.5% | +86.3% | +76.2% |
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