+2,125.4%
STRL vs MTCH
-72.5%
+2,197.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +8.2% | -2.4% | +10.6% | +8.7% |
| 30D | -6.3% | +12.8% | -19.1% | -8.7% |
| 3M | -41.2% | +20.0% | -61.2% | -43.7% |
| 6M | +20.4% | +34.7% | -14.4% | +12.0% |
| YTD | +61.7% | +30.6% | +31.1% | +50.9% |
| 1Y | +72.7% | +10.9% | +61.8% | +67.1% |
| 3Y | +530.9% | -2.0% | +533.0% | +512.0% |
| 5Y | +2,125.4% | -72.6% | +2,198.0% | +2,625.6% |
| All | +2,125.4% | -72.5% | +2,197.9% | +2,625.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling