+85.6%
MET vs MOS
-25.3%
+110.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | 0.0% | +5.5% | -5.4% | -0.7% |
| 30D | +3.4% | +21.0% | -17.6% | +0.4% |
| 3M | +7.0% | -0.5% | +7.4% | +6.7% |
| 6M | +34.6% | +6.6% | +28.0% | +32.1% |
| YTD | +34.0% | -2.8% | +36.7% | +31.6% |
| 1Y | +35.9% | -8.1% | +44.0% | +34.9% |
| All | +85.6% | -25.3% | +110.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling