+220.2%
MET vs MOS
+8.6%
+211.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.2% | +21.6% | -22.8% | -7.1% |
| 30D | +3.2% | +12.0% | -8.8% | -0.9% |
| 3M | -1.1% | -3.9% | +2.8% | -1.1% |
| 6M | +25.0% | -3.3% | +28.3% | +23.7% |
| YTD | +27.9% | -4.6% | +32.5% | +24.7% |
| 1Y | +32.9% | -7.0% | +39.9% | +30.2% |
| 3Y | +78.8% | -24.4% | +103.2% | +80.2% |
| 5Y | +79.6% | -32.1% | +111.7% | +73.1% |
| All | +220.2% | +8.6% | +211.6% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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