+194.4%
MET vs STLA
-4.1%
+198.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +4.5% | -13.8% | +18.2% | +9.9% |
| 30D | +3.5% | -10.5% | +14.1% | +7.0% |
| 3M | +5.9% | -28.9% | +34.8% | +17.6% |
| 6M | +33.1% | -49.7% | +82.8% | +66.1% |
| YTD | +33.6% | -64.9% | +98.5% | +85.9% |
| 1Y | +32.7% | -64.0% | +96.7% | +82.1% |
| 3Y | +85.0% | -77.4% | +162.5% | +186.3% |
| 5Y | +85.6% | -74.4% | +160.0% | +159.8% |
| All | +194.4% | -4.1% | +198.5% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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