+1,315.5%
FERG vs MTCH
+673.0%
+642.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 3M | -4.8% | +20.0% | -24.8% | -6.6% |
| 6M | -2.5% | +34.7% | -37.2% | -5.3% |
| YTD | +1.8% | +30.6% | -28.8% | -1.0% |
| 1Y | -0.3% | +10.9% | -11.3% | -1.7% |
| 3Y | +52.9% | -2.0% | +55.0% | +50.5% |
| 5Y | +69.3% | -72.6% | +141.9% | +74.8% |
| 10Y | +352.7% | +197.9% | +154.8% | +338.2% |
| All | +1,315.5% | +673.0% | +642.5% | +1,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling