+198.0%
MET vs STLA
+12.4%
+185.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.0% |
| 7D | +1.8% | -4.9% | +6.7% | +3.5% |
| 30D | +4.8% | -4.9% | +9.7% | +6.1% |
| 3M | +6.2% | -23.7% | +29.9% | +15.2% |
| 6M | +33.8% | -45.0% | +78.8% | +61.7% |
| YTD | +33.3% | -60.9% | +94.2% | +78.5% |
| 1Y | +36.3% | -58.9% | +95.2% | +78.3% |
| 3Y | +84.6% | -74.4% | +159.0% | +172.7% |
| 5Y | +87.7% | -71.5% | +159.2% | +153.0% |
| 10Y | +198.0% | +5.3% | +192.7% | +161.8% |
| All | +198.0% | +12.4% | +185.6% | +161.8% |
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