+33.0%
MET vs STRL
-30.1%
+63.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.5% | +23.7% | +2.2% |
| 7D | +3.9% | -27.1% | +30.9% | +3.9% |
| 30D | +6.8% | -45.8% | +52.6% | +7.0% |
| 3M | +7.7% | -47.6% | +55.3% | +7.9% |
| 6M | +32.9% | -46.4% | +79.3% | +30.4% |
| YTD | +33.9% | -7.4% | +41.3% | +26.8% |
| 1Y | +33.0% | -25.9% | +58.9% | +27.8% |
| All | +33.0% | -30.1% | +63.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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