+67.5%
MET vs MKSI
+190.8%
-123.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -0.5% | +2.7% | -3.2% | -0.8% |
| 30D | +0.5% | -12.8% | +13.3% | +2.1% |
| 3M | +11.6% | -22.5% | +34.1% | +13.4% |
| 6M | +40.8% | +19.4% | +21.4% | +31.9% |
| YTD | +25.7% | +67.7% | -42.1% | +10.3% |
| 1Y | +24.4% | +131.4% | -107.0% | +1.4% |
| 3Y | +67.5% | +197.3% | -129.9% | +17.2% |
| All | +67.5% | +190.8% | -123.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling