-40.9%
FIS vs MET
+245.0%
-285.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -9.1% | -0.8% | -8.3% | -8.7% |
| 30D | -10.4% | -1.4% | -9.1% | -9.8% |
| 3M | -3.7% | +12.5% | -16.2% | -8.8% |
| 6M | -24.8% | +37.1% | -61.9% | -35.0% |
| YTD | -41.6% | +23.8% | -65.4% | -47.2% |
| 1Y | -42.7% | +24.1% | -66.9% | -48.4% |
| 3Y | -26.2% | +65.2% | -91.4% | -42.8% |
| 5Y | -66.1% | +82.3% | -148.4% | -75.1% |
| 10Y | -40.9% | +241.6% | -282.4% | -69.6% |
| All | -40.9% | +245.0% | -285.9% | -69.6% |
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 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