-2.1%
MA vs MET
+24.0%
-26.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.5% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | +1.4% | -2.3% | +3.7% | +2.4% |
| 3M | +17.7% | +13.9% | +3.9% | +11.0% |
| 6M | +9.7% | +34.8% | -25.1% | -4.8% |
| YTD | +0.5% | +23.5% | -23.0% | -9.4% |
| 1Y | -2.1% | +23.4% | -25.5% | -11.3% |
| All | -2.1% | +24.0% | -26.1% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling