+83.0%
MET vs QS
-75.6%
+158.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.6% |
| 7D | -0.8% | -4.2% | +3.5% | -0.5% |
| 30D | -1.4% | -15.7% | +14.3% | -0.4% |
| 3M | +12.5% | -28.7% | +41.2% | +14.4% |
| 6M | +37.1% | -23.2% | +60.3% | +38.1% |
| YTD | +23.8% | -49.9% | +73.7% | +28.0% |
| 1Y | +24.1% | -38.8% | +62.9% | +25.3% |
| 3Y | +65.2% | -24.0% | +89.2% | +55.3% |
| All | +83.0% | -75.6% | +158.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling