-5.5%
TOST vs MTCH
+29.6%
-35.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | 0.0% | +6.7% | -6.6% | -3.4% |
| 30D | +16.2% | -1.8% | +18.0% | +16.6% |
| 3M | -1.5% | +12.2% | -13.8% | -8.9% |
| 6M | +55.3% | +16.6% | +38.7% | +37.9% |
| YTD | -2.3% | +31.8% | -34.2% | -21.0% |
| 1Y | -5.5% | +30.8% | -36.4% | -23.4% |
| All | -5.5% | +29.6% | -35.1% | -23.4% |
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