+2,060.9%
FTI vs MTCH
+581.1%
+1,479.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -4.4% | +1.3% | -5.6% | -4.7% |
| 30D | +1.5% | +15.9% | -14.4% | -2.1% |
| 3M | +8.2% | +23.3% | -15.1% | +2.3% |
| 6M | +18.8% | +40.1% | -21.3% | +8.6% |
| YTD | +71.7% | +33.6% | +38.1% | +58.2% |
| 1Y | +90.0% | +14.1% | +76.0% | +81.5% |
| 3Y | +270.5% | +1.4% | +269.1% | +252.0% |
| 5Y | +1,084.5% | -73.1% | +1,157.7% | +1,373.7% |
| 10Y | +302.9% | +204.8% | +98.1% | +114.2% |
| All | +2,060.9% | +581.1% | +1,479.8% | +591.4% |
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 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