+509.1%
FAST vs MET
+256.6%
+252.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | -0.4% | +1.2% | -1.5% | -0.9% |
| 30D | -0.8% | +1.4% | -2.2% | -1.5% |
| 3M | +5.8% | +17.7% | -11.9% | -1.4% |
| 6M | +8.0% | +35.0% | -27.0% | -5.1% |
| YTD | +25.6% | +26.3% | -0.7% | +13.2% |
| 1Y | +0.8% | +22.8% | -22.0% | -8.3% |
| 3Y | +86.1% | +65.9% | +20.2% | +46.7% |
| 5Y | +100.2% | +85.4% | +14.8% | +47.3% |
| All | +509.1% | +256.6% | +252.5% | +188.9% |
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