+82.0%
MET vs STLA
-62.5%
+144.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -2.3% | -2.4% | 0.0% | -2.0% |
| 3M | +13.9% | -23.9% | +37.7% | +21.4% |
| 6M | +34.8% | -24.6% | +59.4% | +43.1% |
| YTD | +23.5% | -50.5% | +74.0% | +45.4% |
| 1Y | +23.4% | -39.8% | +63.2% | +35.0% |
| 3Y | +64.9% | -65.6% | +130.5% | +102.6% |
| 5Y | +82.0% | -62.1% | +144.1% | +109.2% |
| All | +82.0% | -62.5% | +144.6% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling