+351.3%
FERG vs MTCH
+208.0%
+143.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -2.6% | +1.3% | -3.8% | -2.7% |
| 30D | -8.9% | +15.9% | -24.8% | -10.5% |
| 3M | -2.0% | +23.3% | -25.3% | -4.5% |
| 6M | -3.2% | +40.1% | -43.3% | -7.1% |
| YTD | +1.5% | +33.6% | -32.1% | -2.2% |
| 1Y | +0.5% | +14.1% | -13.6% | -1.5% |
| 3Y | +50.4% | +1.4% | +49.0% | +46.9% |
| 5Y | +68.7% | -73.1% | +141.8% | +75.1% |
| All | +351.3% | +208.0% | +143.3% | +354.3% |
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