+1,209.8%
MET vs CMS
+744.3%
+465.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +1.4% | -3.6% | +5.0% | +3.0% |
| 3M | +17.7% | -1.9% | +19.6% | +18.5% |
| 6M | +35.0% | -11.0% | +46.0% | +41.4% |
| YTD | +26.3% | +0.2% | +26.1% | +25.4% |
| 1Y | +22.8% | -1.3% | +24.1% | +22.6% |
| 3Y | +65.9% | +35.9% | +30.0% | +42.8% |
| 5Y | +85.4% | +23.1% | +62.3% | +63.8% |
| 10Y | +253.7% | +117.9% | +135.8% | +141.1% |
| All | +1,209.8% | +744.3% | +465.5% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling