+149.8%
TOST vs MTCH
+37.1%
+112.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +4.0% | -6.6% | +10.6% | +6.5% |
| 30D | +11.1% | -4.4% | +15.4% | +12.6% |
| 3M | +0.8% | +6.0% | -5.2% | -1.8% |
| 6M | +38.8% | +7.4% | +31.4% | +34.0% |
| YTD | -2.1% | +24.5% | -26.6% | -10.6% |
| 1Y | -6.0% | +22.3% | -28.3% | -13.8% |
| 3Y | +149.8% | +42.4% | +107.4% | +89.5% |
| All | +149.8% | +37.1% | +112.7% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling