+34.0%
FANG vs MTCH
+28.3%
+5.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -2.0% |
| 7D | -13.0% | -8.2% | -4.8% | -13.3% |
| 30D | -2.9% | -3.6% | +0.7% | -2.9% |
| 3M | -3.0% | +3.2% | -6.2% | -2.0% |
| 6M | -11.9% | +5.1% | -17.0% | -10.2% |
| YTD | +21.5% | +24.0% | -2.5% | +23.8% |
| 1Y | +34.0% | +20.7% | +13.3% | +37.5% |
| All | +34.0% | +28.3% | +5.6% | +37.5% |
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