+264.3%
STT vs MTCH
+208.0%
+56.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +1.7% | +15.9% | -14.2% | -1.5% |
| 3M | +17.9% | +23.3% | -5.4% | +12.3% |
| 6M | +55.3% | +40.1% | +15.1% | +43.7% |
| YTD | +52.7% | +33.6% | +19.1% | +42.5% |
| 1Y | +75.7% | +14.1% | +61.6% | +69.4% |
| 3Y | +197.9% | +1.4% | +196.5% | +187.1% |
| 5Y | +158.8% | -73.1% | +231.9% | +204.8% |
| All | +264.3% | +208.0% | +56.3% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling