+78.9%
MET vs MOS
-32.4%
+111.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.2% | +21.6% | -22.8% | -5.1% |
| 30D | +3.2% | +12.0% | -8.8% | +0.6% |
| 3M | -1.1% | -3.9% | +2.8% | -1.0% |
| 6M | +25.0% | -3.3% | +28.3% | +24.4% |
| YTD | +27.9% | -4.6% | +32.5% | +25.8% |
| 1Y | +32.9% | -7.0% | +39.9% | +31.2% |
| 3Y | +78.8% | -24.4% | +103.2% | +79.7% |
| All | +78.9% | -32.4% | +111.3% | +65.6% |
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