+1,209.8%
MET vs MAS
+571.3%
+638.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.5% |
| 7D | +1.2% | -0.8% | +1.9% | +1.5% |
| 30D | +1.4% | -5.6% | +7.0% | +4.2% |
| 3M | +17.7% | +4.4% | +13.2% | +13.3% |
| 6M | +35.0% | +7.2% | +27.8% | +26.6% |
| YTD | +26.3% | +16.1% | +10.2% | +12.9% |
| 1Y | +22.8% | +0.1% | +22.7% | +18.2% |
| 3Y | +65.9% | +28.3% | +37.6% | +36.1% |
| 5Y | +85.4% | +30.5% | +54.9% | +44.9% |
| 10Y | +253.7% | +139.1% | +114.6% | +93.1% |
| All | +1,209.8% | +571.3% | +638.6% | +200.6% |
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