+194.4%
MET vs MSI
+664.3%
-469.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +4.5% | +3.2% | +1.2% | +2.8% |
| 30D | +3.5% | +17.6% | -14.0% | -4.8% |
| 3M | +5.9% | +14.5% | -8.6% | -1.5% |
| 6M | +33.1% | +34.3% | -1.2% | +13.6% |
| YTD | +33.6% | +39.7% | -6.1% | +9.9% |
| 1Y | +32.7% | +40.2% | -7.5% | +8.8% |
| 3Y | +85.0% | +77.1% | +7.9% | +29.6% |
| 5Y | +85.6% | +124.0% | -38.5% | +10.5% |
| All | +194.4% | +664.3% | -469.9% | +4.5% |
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