+548.6%
FAST vs MET
+202.5%
+346.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +4.3% | 0.0% | +4.2% | +4.2% |
| 30D | +8.3% | +3.4% | +4.9% | +6.8% |
| 3M | +6.5% | +7.0% | -0.5% | +3.4% |
| 6M | +29.5% | +34.6% | -5.1% | +14.2% |
| YTD | +41.3% | +34.0% | +7.3% | +24.3% |
| 1Y | +37.4% | +35.9% | +1.5% | +20.1% |
| 3Y | +98.5% | +85.5% | +13.0% | +50.1% |
| 5Y | +111.1% | +87.8% | +23.4% | +55.6% |
| 10Y | +548.6% | +199.7% | +348.9% | +251.1% |
| All | +548.6% | +202.5% | +346.1% | +251.1% |
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