+78.8%
MET vs STLA
-74.0%
+152.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.2% | -4.5% | +3.4% | -0.4% |
| 30D | +3.2% | -3.9% | +7.1% | +3.7% |
| 3M | -1.1% | -20.2% | +19.1% | +2.5% |
| 6M | +25.0% | -42.2% | +67.2% | +37.5% |
| YTD | +27.9% | -59.3% | +87.2% | +49.8% |
| 1Y | +32.9% | -56.1% | +88.9% | +52.5% |
| 3Y | +78.8% | -73.7% | +152.4% | +115.2% |
| All | +78.8% | -74.0% | +152.8% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling