+1,181.4%
MET vs CRS
+7,248.1%
-6,066.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -0.8% |
| 7D | +1.1% | -3.1% | +4.2% | +2.3% |
| 30D | -2.3% | -19.6% | +17.3% | +5.8% |
| 3M | +13.9% | -8.1% | +22.0% | +15.9% |
| 6M | +34.8% | +18.6% | +16.2% | +23.1% |
| YTD | +23.5% | +45.9% | -22.3% | +2.9% |
| 1Y | +23.4% | +82.5% | -59.1% | -7.7% |
| 3Y | +64.9% | +648.9% | -584.0% | -34.1% |
| 5Y | +82.0% | +1,438.1% | -1,356.1% | -49.3% |
| 10Y | +244.4% | +1,327.0% | -1,082.6% | -15.6% |
| All | +1,181.4% | +7,248.1% | -6,066.7% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling