-44.4%
TOST vs MET
+99.9%
-144.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -2.2% |
| 7D | +4.0% | +1.3% | +2.7% | +3.0% |
| 30D | +11.1% | +4.0% | +7.0% | +7.9% |
| 3M | +0.8% | +4.6% | -3.8% | -2.6% |
| 6M | +38.8% | +32.8% | +6.0% | +12.0% |
| YTD | -2.1% | +32.3% | -34.4% | -20.9% |
| 1Y | -6.0% | +37.1% | -43.2% | -26.0% |
| 3Y | +149.8% | +86.8% | +62.9% | +54.2% |
| 5Y | -42.8% | +87.4% | -130.1% | -65.2% |
| All | -44.4% | +99.9% | -144.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling