+92.6%
FAST vs MTCH
-2.6%
+95.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.4% | +0.7% | -1.0% | -0.5% |
| 30D | -0.8% | +9.7% | -10.5% | -2.1% |
| 3M | +5.8% | +21.1% | -15.3% | +2.7% |
| 6M | +8.0% | +37.5% | -29.5% | +2.5% |
| YTD | +25.6% | +31.9% | -6.3% | +19.8% |
| 1Y | +0.8% | +14.6% | -13.7% | -1.8% |
| All | +92.6% | -2.6% | +95.3% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling