-1.0%
FTV vs MTCH
-73.3%
+72.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | -4.0% | +1.3% | -5.2% | -4.2% |
| 30D | -11.0% | +15.9% | -26.9% | -14.2% |
| 3M | -8.4% | +23.3% | -31.7% | -13.4% |
| 6M | -2.6% | +40.1% | -42.7% | -11.0% |
| YTD | -0.6% | +33.6% | -34.2% | -8.3% |
| 1Y | +11.0% | +14.1% | -3.1% | +6.1% |
| 3Y | -6.3% | +1.4% | -7.8% | -10.5% |
| All | -1.0% | -73.3% | +72.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling