+370.1%
MET vs STLA
+189.9%
+180.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.2% | -4.5% | +3.4% | 0.0% |
| 30D | +3.2% | -3.9% | +7.1% | +3.9% |
| 3M | -1.1% | -20.2% | +19.1% | +4.1% |
| 6M | +25.0% | -42.2% | +67.2% | +42.9% |
| YTD | +27.9% | -59.3% | +87.2% | +58.5% |
| 1Y | +32.9% | -56.1% | +88.9% | +60.6% |
| 3Y | +78.8% | -73.7% | +152.4% | +139.2% |
| 5Y | +79.6% | -70.3% | +149.9% | +125.9% |
| 10Y | +228.1% | +23.1% | +205.0% | +188.1% |
| All | +370.1% | +189.9% | +180.3% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling