+62.3%
FDS vs MTCH
+208.0%
-145.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -14.0% | +1.3% | -15.3% | -14.2% |
| 30D | -6.2% | +15.9% | -22.1% | -8.7% |
| 3M | +10.2% | +23.3% | -13.1% | +6.0% |
| 6M | +27.4% | +40.1% | -12.7% | +19.9% |
| YTD | -9.3% | +33.6% | -42.9% | -14.0% |
| 1Y | -28.6% | +14.1% | -42.7% | -30.7% |
| 3Y | -36.8% | +1.4% | -38.2% | -38.8% |
| 5Y | -28.6% | -73.1% | +44.5% | -17.0% |
| All | +62.3% | +208.0% | -145.8% | +19.5% |
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