+198.0%
MET vs CMS
+134.3%
+63.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +4.8% | +7.4% | -2.6% | +1.5% |
| 3M | +6.2% | +1.9% | +4.3% | +5.3% |
| 6M | +33.8% | -2.3% | +36.1% | +34.9% |
| YTD | +33.3% | +3.0% | +30.3% | +30.5% |
| 1Y | +36.3% | -2.8% | +39.1% | +37.0% |
| 3Y | +84.6% | +37.9% | +46.7% | +55.8% |
| 5Y | +87.7% | +34.0% | +53.7% | +57.0% |
| 10Y | +198.0% | +138.1% | +59.8% | +183.1% |
| All | +198.0% | +134.3% | +63.6% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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