+1,203.4%
MET vs NTRS
+397.3%
+806.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.4% |
| 7D | -0.5% | +1.4% | -1.9% | -1.5% |
| 30D | +0.5% | -0.7% | +1.1% | +1.0% |
| 3M | +11.6% | +11.3% | +0.3% | +2.8% |
| 6M | +40.8% | +35.5% | +5.2% | +11.3% |
| YTD | +25.7% | +40.6% | -14.9% | -3.8% |
| 1Y | +24.4% | +49.2% | -24.8% | -9.1% |
| 3Y | +67.5% | +167.2% | -99.8% | -23.5% |
| 5Y | +85.8% | +94.9% | -9.1% | +1.9% |
| 10Y | +246.8% | +259.5% | -12.7% | +17.5% |
| All | +1,203.4% | +397.3% | +806.0% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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