+194.4%
MET vs MOS
-3.5%
+197.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | +4.5% | -2.0% | +6.4% | +5.0% |
| 30D | +3.5% | +15.3% | -11.8% | -1.4% |
| 3M | +5.9% | +1.5% | +4.4% | +4.2% |
| 6M | +33.1% | -2.0% | +35.0% | +31.1% |
| YTD | +33.6% | -6.5% | +40.1% | +31.0% |
| 1Y | +32.7% | -11.1% | +43.7% | +31.9% |
| 3Y | +85.0% | -30.3% | +115.3% | +91.5% |
| 5Y | +85.6% | -33.5% | +119.1% | +80.1% |
| All | +194.4% | -3.5% | +197.9% | +115.3% |
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