+66.4%
MET vs AS
+133.7%
-67.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | -0.5% | +7.1% | -7.6% | -1.6% |
| 30D | +3.3% | +12.8% | -9.6% | +1.3% |
| 3M | +4.2% | -14.7% | +19.0% | +6.6% |
| 6M | +27.3% | -9.9% | +37.3% | +28.7% |
| YTD | +29.8% | -16.1% | +45.9% | +32.3% |
| 1Y | +30.2% | +0.2% | +30.1% | +28.9% |
| All | +66.4% | +133.7% | -67.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling