+539.9%
STRL vs MTCH
-3.6%
+543.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.4% |
| 7D | +10.1% | -1.8% | +11.9% | +10.3% |
| 30D | -8.2% | +10.4% | -18.6% | -9.3% |
| 3M | -43.7% | +21.0% | -64.7% | -45.3% |
| 6M | +27.1% | +36.6% | -9.5% | +20.8% |
| YTD | +64.0% | +29.7% | +34.3% | +56.9% |
| 1Y | +75.2% | +8.6% | +66.6% | +72.5% |
| 3Y | +539.9% | -2.7% | +542.6% | +574.9% |
| All | +539.9% | -3.6% | +543.5% | +574.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling