+1,285.4%
MET vs PSA
+4,099.2%
-2,813.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.5% | -1.4% | +5.9% | +5.4% |
| 30D | +3.5% | +15.2% | -11.6% | -5.3% |
| 3M | +5.9% | +2.2% | +3.7% | +4.2% |
| 6M | +33.1% | +11.7% | +21.4% | +23.5% |
| YTD | +33.6% | +32.0% | +1.6% | +10.7% |
| 1Y | +32.7% | +26.3% | +6.4% | +13.0% |
| 3Y | +85.0% | +52.4% | +32.7% | +34.7% |
| 5Y | +85.6% | +26.3% | +59.3% | +46.1% |
| 10Y | +198.8% | +132.3% | +66.5% | +44.8% |
| All | +1,285.4% | +4,099.2% | -2,813.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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