+199.7%
MET vs MSI
+683.5%
-483.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | 0.0% | +7.7% | -7.6% | -3.8% |
| 30D | +3.4% | +19.9% | -16.5% | -5.9% |
| 3M | +7.0% | +14.9% | -8.0% | -0.7% |
| 6M | +34.6% | +37.2% | -2.6% | +13.6% |
| YTD | +34.0% | +40.8% | -6.8% | +9.7% |
| 1Y | +35.9% | +38.1% | -2.2% | +12.4% |
| 3Y | +85.5% | +77.7% | +7.8% | +29.7% |
| 5Y | +87.8% | +129.0% | -41.3% | +10.4% |
| 10Y | +199.7% | +671.3% | -471.6% | +5.9% |
| All | +199.7% | +683.5% | -483.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling