+78.8%
MET vs MSI
+77.7%
+1.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -1.2% | +4.7% | -5.8% | -2.4% |
| 30D | +3.2% | +14.8% | -11.6% | -0.5% |
| 3M | -1.1% | +8.8% | -9.9% | -3.4% |
| 6M | +25.0% | +19.3% | +5.7% | +18.9% |
| YTD | +27.9% | +35.3% | -7.5% | +15.9% |
| 1Y | +32.9% | +33.8% | -0.9% | +20.9% |
| 3Y | +78.8% | +74.4% | +4.4% | +60.1% |
| All | +78.8% | +77.7% | +1.1% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling