+147.9%
MET vs SITM
+4,789.7%
-4,641.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | -0.2% |
| 7D | -0.5% | +3.9% | -4.3% | -0.9% |
| 30D | +0.5% | -6.6% | +7.1% | +1.0% |
| 3M | +11.6% | -11.9% | +23.5% | +11.7% |
| 6M | +40.8% | +81.1% | -40.4% | +27.7% |
| YTD | +25.7% | +80.0% | -54.3% | +13.2% |
| 1Y | +24.4% | +145.8% | -121.5% | +6.6% |
| 3Y | +67.5% | +475.9% | -408.4% | +22.1% |
| 5Y | +85.8% | +189.2% | -103.4% | +36.2% |
| All | +147.9% | +4,789.7% | -4,641.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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