+548.6%
FAST vs MTCH
+163.6%
+385.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.5% |
| 7D | +4.3% | +3.5% | +0.8% | +3.7% |
| 30D | +8.3% | +0.3% | +8.0% | +8.1% |
| 3M | +6.5% | +13.7% | -7.2% | +4.0% |
| 6M | +29.5% | +17.6% | +11.9% | +25.5% |
| YTD | +41.3% | +31.8% | +9.4% | +33.9% |
| 1Y | +37.4% | +29.2% | +8.1% | +30.6% |
| 3Y | +98.5% | +46.7% | +51.8% | +81.8% |
| 5Y | +111.1% | -70.9% | +182.0% | +138.4% |
| 10Y | +548.6% | +155.1% | +393.5% | +430.3% |
| All | +548.6% | +163.6% | +385.0% | +430.3% |
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