+151.1%
TOST vs MET
+85.6%
+65.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.9% |
| 7D | 0.0% | +4.5% | -4.4% | -2.9% |
| 30D | +16.2% | +3.5% | +12.6% | +13.4% |
| 3M | -1.5% | +5.9% | -7.5% | -5.6% |
| 6M | +55.3% | +33.1% | +22.2% | +25.9% |
| YTD | -2.3% | +33.6% | -35.9% | -21.1% |
| 1Y | -5.5% | +32.7% | -38.2% | -23.3% |
| 3Y | +151.1% | +85.0% | +66.1% | +52.6% |
| All | +151.1% | +85.6% | +65.6% | +52.6% |
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