-50.0%
VTRS vs MTCH
+208.0%
-258.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | +3.3% | +15.9% | -12.6% | +1.0% |
| 3M | +2.0% | +23.3% | -21.3% | -1.3% |
| 6M | +19.9% | +40.1% | -20.2% | +13.6% |
| YTD | +35.7% | +33.6% | +2.1% | +29.3% |
| 1Y | +68.1% | +14.1% | +54.0% | +63.8% |
| 3Y | +87.1% | +1.4% | +85.7% | +81.5% |
| 5Y | +47.6% | -73.1% | +120.8% | +67.2% |
| All | -50.0% | +208.0% | -258.0% | -65.9% |
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