+194.4%
MET vs MTSI
+465.0%
-270.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +1.7% |
| 7D | +4.5% | +10.0% | -5.5% | +2.7% |
| 30D | +3.5% | -20.3% | +23.9% | +6.4% |
| 3M | +5.9% | -24.4% | +30.4% | +8.8% |
| 6M | +33.1% | -39.2% | +72.2% | +40.0% |
| YTD | +33.6% | +35.5% | -1.9% | +19.0% |
| 1Y | +32.7% | +43.0% | -10.4% | +16.8% |
| 3Y | +85.0% | +196.3% | -111.2% | +36.0% |
| 5Y | +85.6% | +210.0% | -124.4% | +31.9% |
| All | +194.4% | +465.0% | -270.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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