-46.4%
TOST vs MET
+100.3%
-146.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | -4.7% | +2.1% | -6.8% | -6.1% |
| 30D | +8.5% | +1.8% | +6.7% | +7.1% |
| 3M | -1.6% | +6.0% | -7.6% | -5.9% |
| 6M | +44.1% | +31.1% | +13.0% | +17.4% |
| YTD | -5.6% | +32.6% | -38.2% | -23.8% |
| 1Y | -12.6% | +30.5% | -43.0% | -28.6% |
| 3Y | +137.6% | +83.6% | +54.0% | +48.6% |
| 5Y | -30.4% | +84.2% | -114.5% | -57.8% |
| All | -46.4% | +100.3% | -146.7% | -68.3% |
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