+83.6%
MET vs CMS
+37.0%
+46.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +1.8% | +5.3% | -3.4% | +0.3% |
| 3M | +6.0% | -0.3% | +6.4% | +6.1% |
| 6M | +31.1% | -4.0% | +35.2% | +32.5% |
| YTD | +32.6% | +2.1% | +30.4% | +30.5% |
| 1Y | +30.5% | -4.7% | +35.2% | +31.8% |
| All | +83.6% | +37.0% | +46.7% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling