+3,052.8%
STT vs MTCH
+14,456.1%
-11,403.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | +2.8% | +12.8% | -10.0% | +0.5% |
| 3M | +18.1% | +20.0% | -1.8% | +14.0% |
| 6M | +59.2% | +34.7% | +24.5% | +50.3% |
| YTD | +51.5% | +30.6% | +20.9% | +43.7% |
| 1Y | +75.7% | +10.9% | +64.7% | +71.4% |
| 3Y | +200.8% | -2.0% | +202.8% | +194.2% |
| 5Y | +155.8% | -72.6% | +228.4% | +200.7% |
| 10Y | +266.4% | +197.9% | +68.5% | +169.9% |
| All | +3,052.8% | +14,456.1% | -11,403.3% | +1,973.2% |
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