-80.3%
FIG vs MTCH
+23.0%
-103.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -4.4% |
| 7D | -16.4% | -1.8% | -14.5% | -15.2% |
| 30D | -2.3% | +10.4% | -12.8% | -10.0% |
| 3M | +7.8% | +21.0% | -13.2% | -8.2% |
| 6M | -21.8% | +36.6% | -58.5% | -39.8% |
| YTD | -39.1% | +29.7% | -68.8% | -51.5% |
| 1Y | -56.6% | +8.6% | -65.2% | -61.5% |
| All | -80.3% | +23.0% | -103.3% | -84.2% |
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