+243.8%
MET vs QSR
+135.2%
+108.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -0.5% | -4.0% | +3.5% | +1.4% |
| 30D | +0.5% | +2.8% | -2.3% | -0.8% |
| 3M | +11.6% | +5.1% | +6.5% | +8.6% |
| 6M | +40.8% | +8.8% | +32.0% | +34.2% |
| YTD | +25.7% | +14.8% | +10.8% | +16.4% |
| 1Y | +24.4% | +25.7% | -1.4% | +10.0% |
| 3Y | +67.5% | +27.5% | +39.9% | +43.5% |
| 5Y | +85.8% | +41.3% | +44.6% | +48.7% |
| All | +243.8% | +135.2% | +108.6% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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