-19.9%
TOST vs MTCH
+12.5%
-32.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.2% |
| 7D | -5.9% | -1.4% | -4.4% | -5.0% |
| 30D | -8.4% | +13.6% | -22.1% | -15.8% |
| 3M | +31.4% | +22.4% | +9.0% | +12.4% |
| 6M | +10.5% | +37.2% | -26.7% | -16.0% |
| YTD | -10.1% | +31.8% | -41.8% | -28.2% |
| 1Y | -19.9% | +12.9% | -32.9% | -29.9% |
| All | -19.9% | +12.5% | -32.5% | -29.9% |
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