+202.8%
MET vs QS
-44.4%
+247.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.2% |
| 30D | +1.4% | -0.7% | +2.1% | +1.4% |
| 3M | +17.7% | -39.6% | +57.3% | +19.6% |
| 6M | +35.0% | -21.7% | +56.7% | +35.6% |
| YTD | +26.3% | -47.4% | +73.7% | +28.6% |
| 1Y | +22.8% | -28.4% | +51.2% | +22.9% |
| 3Y | +65.9% | -22.6% | +88.5% | +61.1% |
| 5Y | +85.4% | -75.6% | +161.0% | +81.3% |
| All | +202.8% | -44.4% | +247.1% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling