+25.6%
MET vs STLA
-40.1%
+65.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.5% | -3.8% | +1.4% | -2.1% |
| 30D | 0.0% | -3.1% | +3.1% | +0.2% |
| 3M | +13.1% | -19.6% | +32.7% | +15.2% |
| 6M | +39.0% | -23.5% | +62.5% | +41.8% |
| YTD | +25.2% | -51.5% | +76.7% | +32.9% |
| 1Y | +25.6% | -39.7% | +65.3% | +32.7% |
| All | +25.6% | -40.1% | +65.7% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling