+87.3%
MET vs S
-57.7%
+145.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.8% | -1.2% | +0.5% | -0.7% |
| 30D | -1.4% | -12.6% | +11.2% | -0.5% |
| 3M | +12.5% | +27.6% | -15.0% | +10.1% |
| 6M | +37.1% | +35.5% | +1.6% | +33.1% |
| YTD | +23.8% | +29.6% | -5.8% | +20.4% |
| 1Y | +24.1% | +8.1% | +16.0% | +22.2% |
| 3Y | +65.2% | +14.8% | +50.4% | +60.6% |
| 5Y | +82.3% | -70.6% | +152.8% | +79.9% |
| All | +87.3% | -57.7% | +145.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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