+1,288.7%
MET vs MAS
+701.6%
+587.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | -0.7% |
| 7D | +3.9% | +14.2% | -10.3% | -3.1% |
| 30D | +6.8% | +26.8% | -20.0% | -5.7% |
| 3M | +7.7% | +13.1% | -5.5% | +0.3% |
| 6M | +32.9% | +27.9% | +5.0% | +14.4% |
| YTD | +33.9% | +38.7% | -4.8% | +8.8% |
| 1Y | +33.0% | +40.4% | -7.4% | +7.3% |
| 3Y | +83.2% | +66.1% | +17.1% | +31.2% |
| 5Y | +88.2% | +47.4% | +40.8% | +38.2% |
| 10Y | +243.5% | +238.3% | +5.2% | +56.9% |
| All | +1,288.7% | +701.6% | +587.1% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling