+568.4%
MA vs MET
+206.5%
+362.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +1.8% | +1.8% | 0.0% | +0.9% |
| 30D | +11.8% | +4.8% | +7.0% | +9.1% |
| 3M | +17.2% | +6.2% | +11.0% | +13.4% |
| 6M | +33.4% | +33.8% | -0.4% | +14.4% |
| YTD | +16.1% | +33.3% | -17.2% | -0.6% |
| 1Y | +19.9% | +36.3% | -16.4% | +1.4% |
| 3Y | +70.1% | +84.6% | -14.5% | +20.0% |
| 5Y | +89.6% | +87.7% | +2.0% | +30.3% |
| 10Y | +568.4% | +198.0% | +370.5% | +219.3% |
| All | +568.4% | +206.5% | +362.0% | +219.3% |
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