+547.9%
FAST vs MET
+227.5%
+320.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +1.6% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | +8.1% | +4.0% | +4.1% | +6.3% |
| 3M | +5.8% | +4.6% | +1.2% | +3.7% |
| 6M | +24.9% | +32.8% | -8.0% | +10.7% |
| YTD | +38.9% | +32.3% | +6.6% | +22.9% |
| 1Y | +36.5% | +37.1% | -0.7% | +18.9% |
| 3Y | +98.1% | +86.8% | +11.3% | +49.3% |
| 5Y | +109.3% | +87.4% | +21.9% | +54.3% |
| 10Y | +547.9% | +209.9% | +338.0% | +244.2% |
| All | +547.9% | +227.5% | +320.4% | +244.2% |
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 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