+90.1%
FTV vs MTCH
+191.2%
-101.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | -9.5% | +12.8% | -22.3% | -11.6% |
| 3M | -10.9% | +20.0% | -30.9% | -14.3% |
| 6M | -0.6% | +34.7% | -35.4% | -6.7% |
| YTD | +1.4% | +30.6% | -29.1% | -4.3% |
| 1Y | +17.6% | +10.9% | +6.7% | +14.3% |
| 3Y | -3.3% | -2.0% | -1.2% | -6.0% |
| 5Y | -0.1% | -72.6% | +72.5% | +15.5% |
| 10Y | +82.5% | +197.9% | -115.4% | +53.9% |
| All | +90.1% | +191.2% | -101.1% | +59.4% |
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