+85.1%
MET vs NSC
+44.4%
+40.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | 0.0% | -3.4% | +3.4% | +1.4% |
| 3M | +13.1% | +5.1% | +8.0% | +10.2% |
| 6M | +39.0% | +9.2% | +29.8% | +32.5% |
| YTD | +25.2% | +13.4% | +11.8% | +17.2% |
| 1Y | +25.6% | +20.8% | +4.8% | +14.2% |
| 3Y | +67.1% | +76.1% | -9.0% | +24.6% |
| 5Y | +85.1% | +45.3% | +39.9% | +40.5% |
| All | +85.1% | +44.4% | +40.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling