+44,481.6%
ROST vs MTCH
+14,357.7%
+30,123.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.5% |
| 30D | -10.0% | +10.4% | -20.4% | -11.5% |
| 3M | +1.2% | +21.0% | -19.8% | -2.1% |
| 6M | +8.9% | +36.6% | -27.7% | +3.1% |
| YTD | +28.1% | +29.7% | -1.6% | +22.0% |
| 1Y | +53.0% | +8.6% | +44.4% | +49.8% |
| 3Y | +97.9% | -2.7% | +100.6% | +93.2% |
| 5Y | +112.0% | -72.9% | +184.9% | +145.7% |
| 10Y | +303.0% | +185.0% | +118.0% | +208.6% |
| All | +44,481.6% | +14,357.7% | +30,123.9% | +20,912.1% |
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