+364.3%
MET vs STLA
+263.8%
+100.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +1.2% | +2.6% | -1.4% | +0.4% |
| 30D | +1.4% | -1.2% | +2.7% | +1.5% |
| 3M | +17.7% | -24.8% | +42.5% | +26.3% |
| 6M | +35.0% | -25.6% | +60.6% | +44.4% |
| YTD | +26.3% | -48.9% | +75.2% | +48.1% |
| 1Y | +22.8% | -38.8% | +61.6% | +35.0% |
| 3Y | +65.9% | -64.5% | +130.5% | +105.5% |
| 5Y | +85.4% | -62.4% | +147.8% | +120.1% |
| 10Y | +253.7% | +55.4% | +198.3% | +193.2% |
| All | +364.3% | +263.8% | +100.5% | +250.1% |
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