+85.7%
MET vs QS
-90.5%
+176.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +1.1% |
| 7D | +4.5% | -14.0% | +18.5% | +5.5% |
| 30D | +3.5% | -6.4% | +9.9% | +3.9% |
| 3M | +5.9% | -40.3% | +46.2% | +9.3% |
| 6M | +33.1% | -57.5% | +90.6% | +39.5% |
| YTD | +33.6% | -64.7% | +98.3% | +41.2% |
| 1Y | +32.7% | -72.9% | +105.6% | +42.6% |
| 3Y | +85.0% | -33.5% | +118.5% | +73.6% |
| All | +85.7% | -90.5% | +176.2% | +107.1% |
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