-25.9%
STRL vs MTCH
+27.4%
-53.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.4% | -25.9% | -20.1% |
| 7D | -27.1% | -4.4% | -22.7% | -27.1% |
| 30D | -45.8% | -0.3% | -45.5% | -45.3% |
| 3M | -47.6% | -2.0% | -45.6% | -47.1% |
| 6M | -46.4% | +6.4% | -52.9% | -44.8% |
| YTD | -7.4% | +27.3% | -34.7% | -4.2% |
| 1Y | -25.9% | +30.3% | -56.2% | -27.1% |
| All | -25.9% | +27.4% | -53.3% | -27.1% |
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