+87.7%
MET vs MOS
-30.3%
+118.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +1.8% | +24.8% | -23.1% | -2.8% |
| 30D | +4.8% | +22.7% | -17.9% | +0.3% |
| 3M | +6.2% | -1.2% | +7.4% | +5.8% |
| 6M | +33.8% | +5.5% | +28.3% | +30.7% |
| YTD | +33.3% | -2.0% | +35.3% | +30.5% |
| 1Y | +36.3% | -7.9% | +44.3% | +35.2% |
| 3Y | +84.6% | -25.0% | +109.6% | +86.2% |
| 5Y | +87.7% | -27.7% | +115.4% | +66.4% |
| All | +87.7% | -30.3% | +118.0% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling