+376.5%
FIS vs MET
+565.2%
-188.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | -2.2% | +1.4% | -3.6% | -2.7% |
| 3M | +2.1% | +17.7% | -15.5% | -3.4% |
| 6M | -14.7% | +35.0% | -49.7% | -23.0% |
| YTD | -35.7% | +26.3% | -62.0% | -40.7% |
| 1Y | -37.1% | +22.8% | -59.9% | -41.5% |
| 3Y | -20.0% | +65.9% | -85.9% | -33.5% |
| 5Y | -62.1% | +85.4% | -147.5% | -69.7% |
| 10Y | -37.4% | +253.7% | -291.1% | -61.1% |
| All | +376.5% | +565.2% | -188.7% | +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 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