-48.1%
TOST vs MTCH
-71.5%
+23.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | -4.7% | -2.4% | -2.3% | -3.4% |
| 30D | -9.1% | +12.8% | -21.9% | -15.1% |
| 3M | +29.8% | +20.0% | +9.8% | +16.3% |
| 6M | +10.0% | +34.7% | -24.7% | -8.2% |
| YTD | -8.6% | +30.6% | -39.2% | -22.2% |
| 1Y | -20.7% | +10.9% | -31.6% | -26.0% |
| 3Y | +55.7% | -2.0% | +57.8% | +46.0% |
| All | -48.1% | -71.5% | +23.4% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling