-65.6%
FIS vs MET
+82.8%
-148.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -4.8% |
| 7D | -3.5% | +1.1% | -4.6% | -4.0% |
| 30D | -7.8% | -2.3% | -5.5% | -6.7% |
| 3M | +0.8% | +13.9% | -13.0% | -5.5% |
| 6M | -21.9% | +34.8% | -56.7% | -32.8% |
| YTD | -39.5% | +23.5% | -63.0% | -45.7% |
| 1Y | -41.0% | +23.4% | -64.4% | -47.2% |
| 3Y | -23.6% | +64.9% | -88.5% | -43.3% |
| 5Y | -65.6% | +82.0% | -147.7% | -76.1% |
| All | -65.6% | +82.8% | -148.4% | -76.1% |
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