+895.5%
ITOT vs MTCH
+390.6%
+504.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | -1.5% | +15.9% | -17.3% | -4.8% |
| 3M | +3.6% | +23.3% | -19.7% | -1.6% |
| 6M | +13.7% | +40.1% | -26.4% | +4.7% |
| YTD | +12.9% | +33.6% | -20.7% | +4.9% |
| 1Y | +17.2% | +14.1% | +3.1% | +12.6% |
| 3Y | +75.6% | +1.4% | +74.2% | +68.1% |
| 5Y | +75.5% | -73.1% | +148.6% | +117.3% |
| 10Y | +302.0% | +204.8% | +97.2% | +139.9% |
| All | +895.5% | +390.6% | +504.8% | +305.1% |
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