+225.6%
FANG vs MTCH
-73.3%
+298.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +2.9% | +1.3% | +1.6% | +2.7% |
| 30D | +2.6% | +15.9% | -13.3% | +0.4% |
| 3M | +7.6% | +23.3% | -15.7% | +4.0% |
| 6M | +17.3% | +40.1% | -22.8% | +10.8% |
| YTD | +38.7% | +33.6% | +5.1% | +31.6% |
| 1Y | +51.6% | +14.1% | +37.6% | +47.5% |
| 3Y | +50.0% | +1.4% | +48.5% | +45.5% |
| All | +225.6% | -73.3% | +298.9% | +272.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling