-9.3%
FLUT vs MTCH
+208.0%
-217.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | +0.4% | +1.3% | -0.8% | +0.2% |
| 30D | +2.5% | +15.9% | -13.4% | -0.1% |
| 3M | -9.2% | +23.3% | -32.5% | -12.4% |
| 6M | -8.2% | +40.1% | -48.4% | -13.3% |
| YTD | -53.2% | +33.6% | -86.8% | -55.5% |
| 1Y | -65.6% | +14.1% | -79.7% | -66.4% |
| 3Y | -43.6% | +1.4% | -45.0% | -45.1% |
| 5Y | -50.3% | -73.1% | +22.8% | -45.4% |
| All | -9.3% | +208.0% | -217.3% | -9.6% |
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