-2.5%
FERG vs MTCH
+37.8%
-40.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.4% |
| 7D | +0.9% | -2.4% | +3.3% | +1.1% |
| 30D | -15.1% | +12.8% | -27.9% | -16.4% |
| 3M | -4.8% | +20.0% | -24.8% | -7.5% |
| 6M | -2.5% | +34.7% | -37.2% | -7.1% |
| All | -2.5% | +37.8% | -40.2% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling