+1,246.3%
MET vs MOS
+120.5%
+1,125.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.3% | -4.1% |
| 7D | -0.5% | +22.5% | -23.0% | -7.2% |
| 30D | +3.3% | +6.6% | -3.4% | +0.3% |
| 3M | +4.2% | -3.8% | +8.0% | +4.1% |
| 6M | +27.3% | -2.2% | +29.5% | +25.2% |
| YTD | +29.8% | -4.8% | +34.6% | +26.4% |
| 1Y | +30.2% | -11.7% | +41.9% | +29.6% |
| 3Y | +77.6% | -26.5% | +104.1% | +80.8% |
| 5Y | +82.3% | -32.2% | +114.5% | +78.7% |
| 10Y | +233.0% | +10.2% | +222.8% | +145.4% |
| All | +1,246.3% | +120.5% | +1,125.8% | +629.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling