+194.4%
MET vs MAS
+215.0%
-20.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +4.5% | +3.0% | +1.5% | +3.0% |
| 30D | +3.5% | +22.4% | -18.9% | -6.1% |
| 3M | +5.9% | +14.5% | -8.5% | -1.0% |
| 6M | +33.1% | +27.1% | +5.9% | +16.1% |
| YTD | +33.6% | +35.8% | -2.2% | +10.9% |
| 1Y | +32.7% | +39.4% | -6.7% | +8.5% |
| 3Y | +85.0% | +60.3% | +24.8% | +35.6% |
| 5Y | +85.6% | +39.4% | +46.2% | +42.8% |
| All | +194.4% | +215.0% | -20.6% | +40.9% |
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