+50.4%
FERG vs MTCH
-0.9%
+51.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -2.6% | +1.3% | -3.8% | -2.8% |
| 30D | -8.9% | +15.9% | -24.8% | -11.4% |
| 3M | -2.0% | +23.3% | -25.3% | -6.2% |
| 6M | -3.2% | +40.1% | -43.3% | -9.7% |
| YTD | +1.5% | +33.6% | -32.1% | -4.7% |
| 1Y | +0.5% | +14.1% | -13.6% | -2.9% |
| 3Y | +50.4% | +1.4% | +49.0% | +39.4% |
| All | +50.4% | -0.9% | +51.3% | +39.4% |
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