+1.9%
FSLR vs MTCH
+12.6%
-10.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | -0.1% | -1.4% | +1.3% | 0.0% |
| 30D | -14.0% | +13.6% | -27.6% | -14.8% |
| 3M | -16.9% | +22.4% | -39.3% | -17.4% |
| 6M | +4.7% | +37.2% | -32.4% | +4.4% |
| YTD | -20.7% | +31.8% | -52.5% | -20.6% |
| All | +1.9% | +12.6% | -10.7% | -1.6% |
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 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