+22,612.9%
STRL vs MTCH
+14,793.4%
+7,819.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.3% |
| 7D | +5.0% | +1.3% | +3.8% | +4.9% |
| 30D | -6.9% | +15.9% | -22.8% | -8.2% |
| 3M | -39.1% | +23.3% | -62.3% | -40.4% |
| 6M | +21.5% | +40.1% | -18.6% | +17.5% |
| YTD | +66.9% | +33.6% | +33.3% | +61.8% |
| 1Y | +61.6% | +14.1% | +47.6% | +58.9% |
| 3Y | +560.0% | +1.4% | +558.6% | +548.2% |
| 5Y | +2,238.9% | -73.1% | +2,312.0% | +2,408.8% |
| 10Y | +7,538.9% | +204.8% | +7,334.1% | +6,650.3% |
| All | +22,612.9% | +14,793.4% | +7,819.5% | +19,022.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling