+144.6%
TOST vs MET
+87.0%
+57.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | +3.0% | +1.8% | +1.2% | +1.7% |
| 30D | +10.3% | +4.8% | +5.5% | +6.7% |
| 3M | -3.3% | +6.2% | -9.5% | -7.4% |
| 6M | +37.8% | +33.8% | +4.0% | +11.2% |
| YTD | -2.8% | +33.3% | -36.1% | -21.4% |
| 1Y | -9.6% | +36.3% | -45.9% | -28.1% |
| 3Y | +144.6% | +84.6% | +60.1% | +47.9% |
| All | +144.6% | +87.0% | +57.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling