+357.6%
MET vs MTSI
+1,004.6%
-647.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -3.3% |
| 7D | -1.2% | -10.0% | +8.8% | +0.1% |
| 30D | +3.2% | -37.2% | +40.4% | +10.5% |
| 3M | -1.1% | -30.1% | +29.0% | +3.1% |
| 6M | +25.0% | -31.9% | +56.9% | +28.5% |
| YTD | +27.9% | +23.2% | +4.7% | +16.2% |
| 1Y | +32.9% | +26.4% | +6.5% | +19.9% |
| 3Y | +78.8% | +186.2% | -107.4% | +33.0% |
| 5Y | +79.6% | +187.0% | -107.5% | +30.5% |
| 10Y | +228.1% | +460.4% | -232.3% | +83.2% |
| All | +357.6% | +1,004.6% | -647.0% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling