+78.8%
MET vs MTSI
+181.3%
-102.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -2.3% |
| 7D | -1.2% | -10.0% | +8.8% | -0.5% |
| 30D | +3.2% | -37.2% | +40.4% | +6.8% |
| 3M | -1.1% | -30.1% | +29.0% | +1.0% |
| 6M | +25.0% | -31.9% | +56.9% | +26.0% |
| YTD | +27.9% | +23.2% | +4.7% | +16.2% |
| 1Y | +32.9% | +26.4% | +6.5% | +19.8% |
| 3Y | +78.8% | +186.2% | -107.4% | +27.3% |
| All | +78.8% | +181.3% | -102.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling