+209.9%
MET vs MTSI
+512.4%
-302.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.0% | -5.6% | +2.0% |
| 7D | +1.3% | +3.5% | -2.2% | +0.3% |
| 30D | +4.0% | -30.3% | +34.3% | +9.3% |
| 3M | +4.6% | -26.0% | +30.6% | +7.9% |
| 6M | +32.8% | -36.1% | +68.9% | +38.5% |
| YTD | +32.3% | +34.3% | -2.0% | +18.3% |
| 1Y | +37.1% | +35.3% | +1.9% | +22.2% |
| 3Y | +86.8% | +217.6% | -130.8% | +35.7% |
| 5Y | +87.4% | +210.1% | -122.7% | +33.5% |
| 10Y | +209.9% | +471.4% | -261.5% | +75.4% |
| All | +209.9% | +512.4% | -302.4% | +75.4% |
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