+85.0%
MET vs CRS
+343.5%
-258.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.2% |
| 7D | +4.5% | +4.8% | -0.3% | +3.6% |
| 30D | +3.5% | -23.2% | +26.7% | +7.3% |
| 3M | +5.9% | -45.5% | +51.4% | +16.3% |
| 6M | +33.1% | -33.1% | +66.2% | +39.3% |
| YTD | +33.6% | -7.2% | +40.8% | +29.9% |
| 1Y | +32.7% | -10.0% | +42.7% | +29.7% |
| 3Y | +85.0% | +332.3% | -247.3% | +33.3% |
| All | +85.0% | +343.5% | -258.4% | +33.3% |
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