+111.1%
FAST vs MET
+88.5%
+22.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 3M | +6.5% | +7.0% | -0.5% | +3.8% |
| 6M | +29.5% | +34.6% | -5.1% | +15.7% |
| YTD | +41.3% | +34.0% | +7.3% | +26.0% |
| 1Y | +37.4% | +35.9% | +1.5% | +21.8% |
| 3Y | +98.5% | +85.5% | +13.0% | +55.2% |
| 5Y | +111.1% | +87.8% | +23.4% | +63.6% |
| All | +111.1% | +88.5% | +22.6% | +63.6% |
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