+1,209.8%
MET vs MOS
+153.2%
+1,056.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | +1.2% | +9.5% | -8.4% | -1.8% |
| 30D | +1.4% | +10.4% | -9.0% | -2.1% |
| 3M | +17.7% | +12.9% | +4.8% | +12.0% |
| 6M | +35.0% | +1.2% | +33.8% | +31.1% |
| YTD | +26.3% | +9.3% | +17.0% | +18.9% |
| 1Y | +22.8% | -18.0% | +40.8% | +26.2% |
| 3Y | +65.9% | -29.0% | +95.0% | +72.5% |
| 5Y | +85.4% | -9.6% | +94.9% | +66.4% |
| 10Y | +253.7% | +6.1% | +247.6% | +166.4% |
| All | +1,209.8% | +153.2% | +1,056.6% | +586.4% |
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 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