+24.1%
MET vs SAN
+53.7%
-29.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | +12.5% | +19.6% | -7.1% | +6.3% |
| 6M | +37.1% | +32.7% | +4.4% | +24.8% |
| YTD | +23.8% | +26.7% | -2.9% | +14.0% |
| 1Y | +24.1% | +51.6% | -27.5% | +10.5% |
| All | +24.1% | +53.7% | -29.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling