+255.1%
MET vs MTSI
+513.8%
-258.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.2% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | +1.4% | +2.1% | -0.7% | +0.6% |
| 3M | +17.7% | -29.7% | +47.4% | +23.4% |
| 6M | +35.0% | +12.5% | +22.5% | +28.2% |
| YTD | +26.3% | +57.0% | -30.7% | +11.8% |
| 1Y | +22.8% | +103.9% | -81.1% | +2.4% |
| 3Y | +65.9% | +223.6% | -157.6% | +22.4% |
| 5Y | +85.4% | +321.6% | -236.2% | +26.9% |
| All | +255.1% | +513.8% | -258.7% | +87.1% |
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