+32.7%
MET vs FDS
+25.7%
+7.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.5% | +1.5% | +3.0% | +4.3% |
| 30D | +3.5% | +14.8% | -11.3% | +1.9% |
| 3M | +5.9% | +16.3% | -10.3% | +4.0% |
| 6M | +33.1% | +66.2% | -33.2% | +25.5% |
| YTD | +33.6% | +16.2% | +17.3% | +31.6% |
| 1Y | +32.7% | +21.8% | +10.8% | +29.1% |
| All | +32.7% | +25.7% | +7.0% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling