+187.2%
MET vs QSR
+206.0%
-18.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -0.8% | -2.4% | +1.6% | +0.3% |
| 30D | -1.4% | +5.7% | -7.1% | -3.9% |
| 3M | +12.5% | +6.9% | +5.6% | +8.8% |
| 6M | +37.1% | +6.9% | +30.2% | +32.0% |
| YTD | +23.8% | +14.9% | +8.9% | +14.9% |
| 1Y | +24.1% | +29.1% | -5.0% | +8.9% |
| 3Y | +65.2% | +26.1% | +39.1% | +43.2% |
| 5Y | +82.3% | +42.3% | +39.9% | +46.9% |
| 10Y | +241.6% | +134.0% | +107.6% | +112.0% |
| All | +187.2% | +206.0% | -18.7% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling