+201.3%
MET vs QS
-46.4%
+247.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.3% |
| 7D | -0.5% | -3.6% | +3.2% | -0.4% |
| 30D | +0.5% | -17.2% | +17.7% | +1.2% |
| 3M | +11.6% | -27.0% | +38.6% | +12.7% |
| 6M | +40.8% | -24.6% | +65.4% | +41.6% |
| YTD | +25.7% | -49.3% | +75.0% | +28.2% |
| 1Y | +24.4% | -40.3% | +64.7% | +25.4% |
| 3Y | +67.5% | -23.8% | +91.3% | +62.6% |
| 5Y | +85.8% | -75.0% | +160.8% | +81.9% |
| All | +201.3% | -46.4% | +247.7% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling