+76.5%
FTV vs MTCH
+208.0%
-131.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -4.0% | +1.3% | -5.2% | -4.2% |
| 30D | -11.0% | +15.9% | -26.9% | -13.6% |
| 3M | -8.4% | +23.3% | -31.7% | -12.4% |
| 6M | -2.6% | +40.1% | -42.7% | -9.3% |
| YTD | -0.6% | +33.6% | -34.2% | -6.7% |
| 1Y | +11.0% | +14.1% | -3.1% | +7.2% |
| 3Y | -6.3% | +1.4% | -7.8% | -9.6% |
| 5Y | -1.5% | -73.1% | +71.6% | +14.5% |
| All | +76.5% | +208.0% | -131.5% | +39.4% |
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 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