+198.0%
MET vs MTSI
+454.4%
-256.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +1.8% | -3.8% | +5.6% | +2.0% |
| 30D | +4.8% | -31.4% | +36.2% | +10.4% |
| 3M | +6.2% | -23.8% | +30.0% | +9.0% |
| 6M | +33.8% | -37.1% | +70.9% | +39.9% |
| YTD | +33.3% | +32.2% | +1.1% | +19.4% |
| 1Y | +36.3% | +26.9% | +9.4% | +22.9% |
| 3Y | +84.6% | +193.7% | -109.2% | +35.9% |
| 5Y | +87.7% | +218.0% | -130.4% | +32.9% |
| 10Y | +198.0% | +477.8% | -279.8% | +65.3% |
| All | +198.0% | +454.4% | -256.5% | +65.3% |
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