+537.5%
FAST vs MET
+195.0%
+342.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +5.0% | +2.1% | +2.9% | +4.1% |
| 30D | +8.6% | +1.8% | +6.7% | +7.7% |
| 3M | +6.9% | +6.0% | +0.9% | +4.3% |
| 6M | +29.6% | +31.1% | -1.5% | +15.5% |
| YTD | +41.4% | +32.6% | +8.9% | +25.0% |
| 1Y | +38.5% | +30.5% | +8.1% | +23.2% |
| 3Y | +98.7% | +83.6% | +15.2% | +50.9% |
| 5Y | +108.0% | +84.2% | +23.9% | +54.6% |
| All | +537.5% | +195.0% | +342.4% | +247.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling