+115.4%
FOXA vs MTCH
-0.9%
+116.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +5.0% | +15.9% | -10.8% | +2.0% |
| 3M | -3.0% | +23.3% | -26.3% | -7.4% |
| 6M | +14.8% | +40.1% | -25.4% | +6.2% |
| YTD | -8.9% | +33.6% | -42.5% | -14.9% |
| 1Y | +13.3% | +14.1% | -0.8% | +9.4% |
| 3Y | +115.4% | +1.4% | +114.0% | +108.7% |
| All | +115.4% | -0.9% | +116.3% | +108.7% |
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