+65.0%
MET vs MSI
+68.0%
-3.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.8% | -4.0% | +3.2% | +0.3% |
| 30D | -1.4% | -0.5% | -0.9% | -1.4% |
| 3M | +12.5% | +11.4% | +1.1% | +9.0% |
| 6M | +37.1% | +1.0% | +36.1% | +36.2% |
| YTD | +23.8% | +20.7% | +3.1% | +15.3% |
| 1Y | +24.1% | -2.7% | +26.8% | +25.2% |
| All | +65.0% | +68.0% | -3.1% | +33.4% |
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