+84.6%
MET vs MTSI
+210.0%
-125.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +1.8% | -3.8% | +5.6% | +1.9% |
| 30D | +4.8% | -31.4% | +36.2% | +7.6% |
| 3M | +6.2% | -23.8% | +30.0% | +7.7% |
| 6M | +33.8% | -37.1% | +70.9% | +37.1% |
| YTD | +33.3% | +32.2% | +1.1% | +20.5% |
| 1Y | +36.3% | +26.9% | +9.4% | +23.9% |
| 3Y | +84.6% | +193.7% | -109.2% | +31.5% |
| All | +84.6% | +210.0% | -125.5% | +31.5% |
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