+243.8%
MET vs CRS
+1,392.1%
-1,148.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -0.5% | -6.8% | +6.3% | +1.9% |
| 30D | +0.5% | -16.1% | +16.6% | +6.5% |
| 3M | +11.6% | -21.2% | +32.8% | +19.6% |
| 6M | +40.8% | +8.7% | +32.1% | +33.5% |
| YTD | +25.7% | +41.0% | -15.3% | +7.5% |
| 1Y | +24.4% | +82.7% | -58.3% | -4.9% |
| 3Y | +67.5% | +604.8% | -537.3% | -28.1% |
| 5Y | +85.8% | +1,384.7% | -1,298.9% | -45.0% |
| All | +243.8% | +1,392.1% | -1,148.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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