+114.6%
ROST vs MTCH
-73.3%
+187.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +1.0% | +2.1% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | -6.9% | +15.9% | -22.8% | -9.6% |
| 3M | -3.3% | +23.3% | -26.6% | -7.6% |
| 6M | +9.0% | +40.1% | -31.1% | +1.4% |
| YTD | +28.9% | +33.6% | -4.7% | +20.6% |
| 1Y | +54.0% | +14.1% | +39.9% | +48.7% |
| 3Y | +100.7% | +1.4% | +99.3% | +93.3% |
| All | +114.6% | -73.3% | +187.9% | +165.5% |
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