-25.6%
FIS vs MTCH
-2.2%
-23.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.0% |
| 7D | -8.9% | -1.4% | -7.5% | -8.6% |
| 30D | -9.9% | +13.6% | -23.6% | -12.3% |
| 3M | 0.0% | +22.4% | -22.4% | -4.1% |
| 6M | -22.9% | +37.2% | -60.1% | -27.8% |
| YTD | -40.9% | +31.8% | -72.7% | -44.2% |
| 1Y | -40.4% | +12.9% | -53.3% | -42.6% |
| All | -25.6% | -2.2% | -23.4% | -28.7% |
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