-45.4%
TOST vs MET
+102.4%
-147.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.6% |
| 7D | -3.6% | 0.0% | -3.6% | -3.7% |
| 30D | +8.9% | +3.4% | +5.5% | +6.2% |
| 3M | -2.2% | +7.0% | -9.2% | -7.1% |
| 6M | +41.0% | +34.6% | +6.3% | +12.6% |
| YTD | -4.0% | +34.0% | -37.9% | -23.1% |
| 1Y | -9.6% | +35.9% | -45.5% | -28.4% |
| 3Y | +141.7% | +85.5% | +56.2% | +50.1% |
| 5Y | -29.5% | +87.8% | -117.2% | -57.5% |
| All | -45.4% | +102.4% | -147.9% | -68.0% |
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