+59.7%
TOST vs MTCH
-3.6%
+63.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | -0.9% | -1.8% | +0.9% | -0.2% |
| 30D | -3.5% | +10.4% | -13.9% | -7.0% |
| 3M | +38.1% | +21.0% | +17.1% | +28.2% |
| 6M | +9.9% | +36.6% | -26.7% | -2.8% |
| YTD | -6.3% | +29.7% | -35.9% | -15.3% |
| 1Y | -18.3% | +8.6% | -26.9% | -22.2% |
| 3Y | +59.7% | -2.7% | +62.4% | +49.3% |
| All | +59.7% | -3.6% | +63.4% | +49.3% |
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 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