-4.7%
TOST vs MET
+27.0%
-31.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | +9.4% | -1.2% | +10.6% | +10.3% |
| 30D | +13.5% | +3.2% | +10.3% | +11.3% |
| 3M | -0.1% | -1.1% | +1.0% | +0.4% |
| 6M | +22.5% | +25.0% | -2.6% | +4.3% |
| YTD | -2.4% | +27.9% | -30.2% | -18.4% |
| 1Y | -4.7% | +32.9% | -37.6% | -24.5% |
| All | -4.7% | +27.0% | -31.7% | -24.5% |
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