-10.5%
STRL vs MTCH
+29.6%
-40.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.2% |
| 7D | +15.7% | +6.7% | +9.0% | +18.1% |
| 30D | -35.5% | -1.8% | -33.6% | -35.1% |
| 3M | -47.1% | +12.2% | -59.4% | -44.9% |
| 6M | -65.8% | +16.6% | -82.4% | -63.8% |
| YTD | -4.5% | +31.8% | -36.4% | +2.1% |
| 1Y | -10.5% | +30.8% | -41.3% | -4.3% |
| All | -10.5% | +29.6% | -40.1% | -4.3% |
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