+105.3%
FAST vs MET
+85.0%
+20.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +4.2% | +4.5% | -0.3% | +2.5% |
| 30D | +6.7% | +3.5% | +3.1% | +5.3% |
| 3M | +8.0% | +5.9% | +2.1% | +5.7% |
| 6M | +27.4% | +33.1% | -5.6% | +14.3% |
| YTD | +40.5% | +33.6% | +6.9% | +25.4% |
| 1Y | +38.4% | +32.7% | +5.7% | +23.8% |
| 3Y | +98.7% | +85.0% | +13.6% | +55.5% |
| All | +105.3% | +85.0% | +20.4% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling