+85.0%
MET vs NWSA
+32.6%
+52.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.4% |
| 7D | +4.5% | +2.2% | +2.3% | +3.4% |
| 30D | +3.5% | -8.8% | +12.3% | +7.3% |
| 3M | +5.9% | -6.5% | +12.4% | +8.3% |
| 6M | +33.1% | +1.5% | +31.6% | +30.2% |
| YTD | +33.6% | +4.0% | +29.5% | +28.5% |
| 1Y | +32.7% | +3.4% | +29.2% | +28.0% |
| 3Y | +85.0% | +34.8% | +50.2% | +60.0% |
| All | +85.0% | +32.6% | +52.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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