+247.6%
FIS vs MET
+605.6%
-358.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.5% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -11.8% | +3.4% | -15.2% | -13.1% |
| 3M | -28.5% | +7.0% | -35.5% | -30.3% |
| 6M | -27.0% | +34.6% | -61.7% | -34.2% |
| YTD | -53.1% | +34.0% | -87.0% | -57.7% |
| 1Y | -52.8% | +35.9% | -88.7% | -57.6% |
| 3Y | -37.5% | +85.5% | -123.0% | -50.0% |
| 5Y | -71.1% | +87.8% | -158.8% | -77.0% |
| 10Y | -52.0% | +199.7% | -251.7% | -68.8% |
| All | +247.6% | +605.6% | -358.0% | +24.6% |
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 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