-9.6%
TOST vs MET
+36.6%
-46.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -3.6% | 0.0% | -3.6% | -3.7% |
| 30D | +8.9% | +3.4% | +5.5% | +6.6% |
| 3M | -2.2% | +7.0% | -9.2% | -6.3% |
| 6M | +41.0% | +34.6% | +6.3% | +14.3% |
| YTD | -4.0% | +34.0% | -37.9% | -21.9% |
| 1Y | -9.6% | +35.9% | -45.5% | -28.3% |
| All | -9.6% | +36.6% | -46.2% | -28.3% |
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 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