+21.1%
STM vs MTCH
-72.5%
+93.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +1.7% | -2.4% | +4.0% | +2.5% |
| 30D | -5.2% | +12.8% | -17.9% | -9.7% |
| 3M | -29.6% | +20.0% | -49.6% | -35.0% |
| 6M | +54.4% | +34.7% | +19.6% | +35.6% |
| YTD | +99.5% | +30.6% | +69.0% | +77.2% |
| 1Y | +100.8% | +10.9% | +89.8% | +89.5% |
| 3Y | +20.2% | -2.0% | +22.2% | +13.8% |
| 5Y | +21.1% | -72.6% | +93.8% | +74.4% |
| All | +21.1% | -72.5% | +93.7% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling