+75.7%
STT vs MTCH
+14.2%
+61.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | -0.4% | +1.3% | -1.7% | -0.8% |
| 30D | +1.7% | +15.9% | -14.2% | -2.4% |
| 3M | +17.9% | +23.3% | -5.4% | +9.8% |
| 6M | +55.3% | +40.1% | +15.1% | +37.0% |
| YTD | +52.7% | +33.6% | +19.1% | +37.2% |
| 1Y | +75.7% | +14.1% | +61.6% | +63.7% |
| All | +75.7% | +14.2% | +61.5% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling