-40.6%
FIS vs MTCH
+208.0%
-248.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -7.9% | +1.3% | -9.2% | -8.2% |
| 30D | -8.0% | +15.9% | -23.8% | -11.1% |
| 3M | +0.6% | +23.3% | -22.7% | -4.3% |
| 6M | -22.2% | +40.1% | -62.3% | -28.3% |
| YTD | -40.8% | +33.6% | -74.4% | -44.8% |
| 1Y | -41.5% | +14.1% | -55.6% | -43.6% |
| 3Y | -25.5% | +1.4% | -26.9% | -28.5% |
| 5Y | -64.8% | -73.1% | +8.4% | -56.6% |
| All | -40.6% | +208.0% | -248.6% | -53.3% |
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