+524.1%
FAST vs MTCH
+188.8%
+335.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | -6.4% | +12.8% | -19.2% | -8.3% |
| 3M | +5.3% | +20.0% | -14.6% | +2.0% |
| 6M | +5.4% | +34.7% | -29.3% | -0.1% |
| YTD | +23.6% | +30.6% | -7.0% | +17.6% |
| 1Y | +4.1% | +10.9% | -6.9% | +1.5% |
| 3Y | +92.4% | -2.0% | +94.4% | +87.4% |
| 5Y | +106.1% | -72.6% | +178.7% | +134.8% |
| 10Y | +524.1% | +197.9% | +326.2% | +385.5% |
| All | +524.1% | +188.8% | +335.3% | +385.5% |
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 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