+107.2%
FAST vs MET
+85.3%
+21.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -0.4% | +1.2% | -1.5% | -0.8% |
| 30D | -0.8% | +1.4% | -2.2% | -1.4% |
| 3M | +5.8% | +17.7% | -11.9% | -0.4% |
| 6M | +8.0% | +35.0% | -27.0% | -3.5% |
| YTD | +25.6% | +26.3% | -0.7% | +14.8% |
| 1Y | +0.8% | +22.8% | -22.0% | -7.1% |
| 3Y | +86.1% | +65.9% | +20.2% | +52.5% |
| All | +107.2% | +85.3% | +21.8% | +61.4% |
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