-43.8%
TOST vs MET
+96.2%
-139.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +1.6% |
| 7D | +11.6% | -0.5% | +12.1% | +12.0% |
| 30D | +16.2% | +3.3% | +13.0% | +13.5% |
| 3M | +1.0% | +4.2% | -3.2% | -2.3% |
| 6M | +23.2% | +27.3% | -4.1% | +2.6% |
| YTD | -1.0% | +29.8% | -30.8% | -18.8% |
| 1Y | -9.9% | +30.2% | -40.1% | -26.2% |
| 3Y | +101.0% | +77.6% | +23.5% | +28.9% |
| 5Y | -40.4% | +82.3% | -122.7% | -63.2% |
| All | -43.8% | +96.2% | -139.9% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling