+225.0%
MET vs MAS
+219.8%
+5.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.4% | -1.4% |
| 7D | -0.5% | +4.6% | -5.0% | -2.6% |
| 30D | +3.3% | +19.9% | -16.6% | -5.4% |
| 3M | +4.2% | +8.9% | -4.7% | -0.5% |
| 6M | +27.3% | +20.2% | +7.2% | +14.1% |
| YTD | +29.8% | +33.9% | -4.1% | +8.4% |
| 1Y | +30.2% | +34.7% | -4.4% | +8.3% |
| 3Y | +77.6% | +60.4% | +17.2% | +29.7% |
| 5Y | +82.3% | +43.5% | +38.8% | +37.2% |
| All | +225.0% | +219.8% | +5.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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