+82.7%
MET vs NWSA
+40.0%
+42.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | -2.8% | +2.3% | +0.8% |
| 30D | +0.5% | +3.0% | -2.5% | -0.8% |
| 3M | +11.6% | +12.3% | -0.7% | +5.8% |
| 6M | +40.8% | +21.9% | +18.9% | +28.2% |
| YTD | +25.7% | +13.6% | +12.1% | +17.8% |
| 1Y | +24.4% | +0.5% | +23.9% | +22.9% |
| 3Y | +67.5% | +43.8% | +23.7% | +41.2% |
| All | +82.7% | +40.0% | +42.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling