-17.4%
TOST vs MTCH
+13.9%
-31.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.9% |
| 30D | -2.4% | +9.7% | -12.2% | -8.3% |
| 3M | +34.6% | +21.1% | +13.5% | +16.4% |
| 6M | +15.2% | +37.5% | -22.3% | -12.3% |
| YTD | -4.4% | +31.9% | -36.3% | -23.5% |
| 1Y | -17.4% | +14.6% | -32.0% | -28.6% |
| All | -17.4% | +13.9% | -31.3% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling