+271.4%
MET vs NWSA
+127.4%
+144.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +1.2% | -1.9% | +3.0% | +2.2% |
| 30D | +1.4% | +4.6% | -3.2% | -1.0% |
| 3M | +17.7% | +13.2% | +4.5% | +9.7% |
| 6M | +35.0% | +27.0% | +8.0% | +17.9% |
| YTD | +26.3% | +16.8% | +9.4% | +14.9% |
| 1Y | +22.8% | +4.5% | +18.3% | +18.2% |
| 3Y | +65.9% | +46.2% | +19.7% | +32.0% |
| 5Y | +85.4% | +40.9% | +44.4% | +44.7% |
| 10Y | +253.7% | +145.1% | +108.6% | +85.0% |
| All | +271.4% | +127.4% | +144.0% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling