+3,667.9%
STRL vs MTCH
+142.9%
+3,525.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +15.7% | +6.7% | +9.0% | +14.6% |
| 30D | -35.5% | -1.8% | -33.6% | -35.5% |
| 3M | -47.1% | +12.2% | -59.4% | -48.4% |
| 6M | -65.8% | +16.6% | -82.4% | -67.0% |
| YTD | -4.5% | +31.8% | -36.4% | -10.2% |
| 1Y | -10.5% | +30.8% | -41.3% | -15.7% |
| 3Y | +340.6% | +49.6% | +291.0% | +298.7% |
| 5Y | +911.0% | -70.3% | +981.4% | +1,034.9% |
| All | +3,667.9% | +142.9% | +3,525.0% | +2,761.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling