-79.9%
FIG vs MTCH
+26.7%
-106.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +3.8% |
| 7D | -3.8% | +1.3% | -5.1% | -4.7% |
| 30D | -2.3% | +15.9% | -18.2% | -13.1% |
| 3M | +20.0% | +23.3% | -3.3% | +0.8% |
| 6M | -16.7% | +40.1% | -56.8% | -37.1% |
| YTD | -37.9% | +33.6% | -71.5% | -51.6% |
| 1Y | -58.5% | +14.1% | -72.6% | -64.6% |
| All | -79.9% | +26.7% | -106.6% | -84.3% |
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