+348.4%
FIS vs MTCH
+537.8%
-189.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.5% |
| 7D | -3.5% | -1.8% | -1.6% | -3.0% |
| 30D | -7.8% | +10.4% | -18.3% | -10.1% |
| 3M | +0.8% | +21.0% | -20.2% | -3.9% |
| 6M | -21.9% | +36.6% | -58.5% | -27.9% |
| YTD | -39.5% | +29.7% | -69.2% | -43.4% |
| 1Y | -41.0% | +8.6% | -49.6% | -42.5% |
| 3Y | -23.6% | -2.7% | -20.9% | -26.1% |
| 5Y | -65.6% | -72.9% | +7.3% | -56.6% |
| 10Y | -40.2% | +185.0% | -225.2% | -62.3% |
| All | +348.4% | +537.8% | -189.4% | +94.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling