-22.6%
FPS vs MTCH
+34.4%
-57.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.4% | -21.8% | -16.8% |
| 7D | -23.3% | -4.4% | -18.9% | -23.0% |
| 30D | -42.4% | -0.3% | -42.1% | -42.8% |
| 3M | -43.0% | -2.0% | -41.0% | -43.4% |
| 6M | -44.5% | +6.4% | -50.9% | -45.2% |
| All | -22.6% | +34.4% | -57.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling