+6,197.2%
FAST vs MET
+1,339.1%
+4,858.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +4.6% | +3.3% | +1.4% | +3.4% |
| 3M | +6.4% | +4.2% | +2.1% | +4.7% |
| 6M | +20.6% | +27.3% | -6.7% | +10.5% |
| YTD | +34.7% | +29.8% | +4.9% | +22.2% |
| 1Y | +29.7% | +30.2% | -0.6% | +17.4% |
| 3Y | +89.9% | +77.6% | +12.4% | +52.6% |
| 5Y | +105.0% | +82.3% | +22.7% | +60.7% |
| 10Y | +594.2% | +233.0% | +361.2% | +320.0% |
| All | +6,197.2% | +1,339.1% | +4,858.1% | +1,587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling