-18.3%
TOST vs MET
+24.0%
-42.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -0.6% |
| 7D | -0.9% | +1.1% | -2.0% | -1.7% |
| 30D | -3.5% | -2.3% | -1.1% | -2.1% |
| 3M | +38.1% | +13.9% | +24.3% | +26.4% |
| 6M | +9.9% | +34.8% | -24.9% | -11.6% |
| YTD | -6.3% | +23.5% | -29.8% | -19.4% |
| 1Y | -18.3% | +23.4% | -41.7% | -29.5% |
| All | -18.3% | +24.0% | -42.3% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling