+194.7%
STT vs MTCH
-2.2%
+196.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.4% | -1.4% | +0.1% | -1.0% |
| 30D | +2.2% | +13.6% | -11.5% | -1.2% |
| 3M | +18.8% | +22.4% | -3.6% | +12.2% |
| 6M | +57.9% | +37.2% | +20.7% | +44.4% |
| YTD | +51.0% | +31.8% | +19.2% | +39.3% |
| 1Y | +77.1% | +12.9% | +64.2% | +69.5% |
| All | +194.7% | -2.2% | +196.9% | +177.6% |
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 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