+66.8%
MET vs CRS
+620.4%
-553.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.5% |
| 7D | -2.5% | -4.1% | +1.6% | -1.8% |
| 30D | 0.0% | -16.6% | +16.6% | +3.2% |
| 3M | +13.1% | -14.3% | +27.3% | +15.3% |
| 6M | +39.0% | +11.6% | +27.4% | +33.8% |
| YTD | +25.2% | +42.6% | -17.4% | +14.1% |
| 1Y | +25.6% | +81.8% | -56.2% | +7.4% |
| All | +66.8% | +620.4% | -553.5% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling