+505.6%
MA vs MET
+247.1%
+258.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.3% |
| 7D | -1.8% | +1.1% | -2.9% | -2.4% |
| 30D | +1.4% | -2.3% | +3.7% | +2.6% |
| 3M | +17.7% | +13.9% | +3.9% | +10.0% |
| 6M | +9.7% | +34.8% | -25.1% | -6.2% |
| YTD | +0.5% | +23.5% | -23.0% | -10.3% |
| 1Y | -2.1% | +23.4% | -25.5% | -12.8% |
| 3Y | +40.1% | +64.9% | -24.8% | +5.1% |
| 5Y | +67.5% | +82.0% | -14.5% | +17.2% |
| 10Y | +505.6% | +244.4% | +261.3% | +185.6% |
| All | +505.6% | +247.1% | +258.5% | +185.6% |
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