-52.4%
FIS vs MET
+197.3%
-249.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +2.8% | +4.5% | -1.6% | +0.8% |
| 30D | -16.7% | +3.5% | -20.3% | -18.4% |
| 3M | -32.3% | +5.9% | -38.2% | -34.3% |
| 6M | -29.1% | +33.1% | -62.1% | -38.1% |
| YTD | -54.1% | +33.6% | -87.7% | -60.2% |
| 1Y | -53.7% | +32.7% | -86.4% | -59.7% |
| 3Y | -38.8% | +85.0% | -123.9% | -55.3% |
| 5Y | -71.1% | +85.6% | -156.7% | -79.1% |
| All | -52.4% | +197.3% | -249.7% | -74.7% |
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