+354.5%
STRL vs MTCH
+47.6%
+306.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +23.4% | +6.7% | +16.7% | +22.9% |
| 30D | -39.5% | -1.4% | -38.1% | -39.5% |
| 3M | -45.1% | +14.8% | -59.8% | -46.2% |
| 6M | -64.6% | +19.4% | -84.0% | -65.7% |
| YTD | -1.5% | +32.3% | -33.8% | -7.0% |
| 1Y | -20.8% | +29.5% | -50.3% | -24.9% |
| All | +354.5% | +47.6% | +306.9% | +318.2% |
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