+376.5%
FIS vs MTCH
+548.8%
-172.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -2.2% | +9.7% | -11.9% | -4.5% |
| 3M | +2.1% | +21.1% | -18.9% | -2.7% |
| 6M | -14.7% | +37.5% | -52.2% | -21.4% |
| YTD | -35.7% | +31.9% | -67.6% | -40.1% |
| 1Y | -37.1% | +14.6% | -51.6% | -39.5% |
| 3Y | -20.0% | -6.2% | -13.8% | -22.0% |
| 5Y | -62.1% | -70.6% | +8.5% | -53.2% |
| 10Y | -37.4% | +185.6% | -223.0% | -60.6% |
| All | +376.5% | +548.8% | -172.3% | +105.5% |
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