-44.8%
TOST vs MTCH
-72.4%
+27.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.6% |
| 7D | +3.0% | +3.7% | -0.8% | +0.9% |
| 30D | +10.3% | -2.8% | +13.1% | +11.5% |
| 3M | -3.3% | +9.3% | -12.6% | -8.8% |
| 6M | +37.8% | +9.2% | +28.6% | +29.3% |
| YTD | -2.8% | +26.5% | -29.3% | -16.4% |
| 1Y | -9.6% | +22.6% | -32.2% | -20.9% |
| 3Y | +144.6% | +40.8% | +103.9% | +79.5% |
| 5Y | -31.0% | -72.9% | +41.9% | +46.4% |
| All | -44.8% | -72.4% | +27.6% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling