+1,226.3%
MET vs CMS
+753.2%
+473.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.6% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | +3.2% | +6.3% | -3.1% | +0.5% |
| 3M | -1.1% | -2.1% | +1.0% | -0.3% |
| 6M | +25.0% | -5.1% | +30.1% | +27.5% |
| YTD | +27.9% | +1.3% | +26.6% | +26.3% |
| 1Y | +32.9% | -1.4% | +34.3% | +32.6% |
| 3Y | +78.8% | +36.9% | +41.9% | +53.5% |
| 5Y | +79.6% | +32.5% | +47.0% | +53.8% |
| 10Y | +228.1% | +126.8% | +101.3% | +120.1% |
| All | +1,226.3% | +753.2% | +473.2% | +281.7% |
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