+51.6%
FANG vs MTCH
+14.2%
+37.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | +2.9% | +1.3% | +1.6% | +3.0% |
| 30D | +2.6% | +15.9% | -13.3% | +3.8% |
| 3M | +7.6% | +23.3% | -15.7% | +9.3% |
| 6M | +17.3% | +40.1% | -22.8% | +19.1% |
| YTD | +38.7% | +33.6% | +5.1% | +40.0% |
| 1Y | +51.6% | +14.1% | +37.6% | +58.2% |
| All | +51.6% | +14.2% | +37.5% | +58.2% |
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 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