+106.8%
FAST vs MTCH
-73.0%
+179.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | -4.7% | +10.4% | -15.2% | -6.4% |
| 3M | +7.9% | +21.0% | -13.1% | +4.1% |
| 6M | +7.4% | +36.6% | -29.2% | +1.1% |
| YTD | +25.1% | +29.7% | -4.6% | +18.5% |
| 1Y | +4.7% | +8.6% | -3.9% | +2.3% |
| 3Y | +94.7% | -2.7% | +97.4% | +89.7% |
| 5Y | +106.8% | -72.9% | +179.7% | +134.2% |
| All | +106.8% | -73.0% | +179.8% | +134.2% |
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