-80.8%
FIG vs MTCH
+25.0%
-105.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | -0.1% |
| 7D | -12.2% | -1.4% | -10.8% | -11.2% |
| 30D | -11.0% | +13.6% | -24.6% | -19.6% |
| 3M | +11.9% | +22.4% | -10.5% | -5.5% |
| 6M | -21.9% | +37.2% | -59.1% | -40.1% |
| YTD | -40.8% | +31.8% | -72.5% | -53.4% |
| 1Y | -56.6% | +12.9% | -69.5% | -62.7% |
| All | -80.8% | +25.0% | -105.8% | -84.8% |
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