+194.4%
MET vs FDS
+127.7%
+66.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +4.5% | +1.5% | +3.0% | +3.8% |
| 30D | +3.5% | +14.8% | -11.3% | -2.3% |
| 3M | +5.9% | +16.3% | -10.3% | -1.3% |
| 6M | +33.1% | +66.2% | -33.2% | +4.2% |
| YTD | +33.6% | +16.2% | +17.3% | +21.0% |
| 1Y | +32.7% | +21.8% | +10.8% | +16.9% |
| 3Y | +85.0% | -23.9% | +108.9% | +103.0% |
| 5Y | +85.6% | -23.1% | +108.7% | +98.1% |
| All | +194.4% | +127.7% | +66.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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