+244.4%
MET vs STRL
+7,463.3%
-7,218.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.8% |
| 7D | +1.1% | +10.1% | -9.0% | -0.8% |
| 30D | -2.3% | -8.2% | +5.9% | -1.0% |
| 3M | +13.9% | -43.7% | +57.6% | +24.9% |
| 6M | +34.8% | +27.1% | +7.7% | +17.0% |
| YTD | +23.5% | +64.0% | -40.5% | -0.3% |
| 1Y | +23.4% | +75.2% | -51.8% | -4.2% |
| 3Y | +64.9% | +539.9% | -475.0% | -18.3% |
| 5Y | +82.0% | +2,133.0% | -2,050.9% | -41.9% |
| 10Y | +244.4% | +7,178.3% | -6,933.9% | -25.6% |
| All | +244.4% | +7,463.3% | -7,218.9% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling