-40.6%
TOST vs MET
+78.1%
-118.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.3% |
| 7D | +9.4% | -1.2% | +10.6% | +10.4% |
| 30D | +13.5% | +3.2% | +10.3% | +10.8% |
| 3M | -0.1% | -1.1% | +1.0% | +0.4% |
| 6M | +22.5% | +25.0% | -2.6% | +2.8% |
| YTD | -2.4% | +27.9% | -30.2% | -19.5% |
| 1Y | -4.7% | +32.9% | -37.6% | -23.7% |
| 3Y | +103.2% | +78.8% | +24.4% | +27.1% |
| All | -40.6% | +78.1% | -118.7% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling