+1,209.8%
MET vs MSI
+319.6%
+890.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.2% | -3.7% | +4.8% | +2.5% |
| 30D | +1.4% | +6.8% | -5.4% | -1.3% |
| 3M | +17.7% | +14.3% | +3.4% | +11.5% |
| 6M | +35.0% | -1.6% | +36.6% | +34.7% |
| YTD | +26.3% | +22.8% | +3.5% | +15.3% |
| 1Y | +22.8% | -1.1% | +23.9% | +21.6% |
| 3Y | +65.9% | +70.5% | -4.5% | +31.9% |
| 5Y | +85.4% | +102.8% | -17.4% | +36.1% |
| 10Y | +253.7% | +597.4% | -343.7% | +64.4% |
| All | +1,209.8% | +319.6% | +890.2% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling