+181.3%
MET vs FOXA
+90.8%
+90.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | 0.0% |
| 7D | +1.2% | -4.0% | +5.1% | +3.1% |
| 30D | +1.4% | +12.0% | -10.6% | -4.3% |
| 3M | +17.7% | +0.3% | +17.4% | +15.5% |
| 6M | +35.0% | +12.5% | +22.5% | +23.9% |
| YTD | +26.3% | -9.6% | +35.9% | +29.5% |
| 1Y | +22.8% | +8.6% | +14.2% | +13.6% |
| 3Y | +65.9% | +118.5% | -52.6% | +4.1% |
| 5Y | +85.4% | +88.8% | -3.4% | +22.3% |
| All | +181.3% | +90.8% | +90.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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