+209.9%
MET vs STRL
+4,310.8%
-4,100.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.0% | -11.5% | +0.7% |
| 7D | +1.3% | -13.3% | +14.7% | +3.0% |
| 30D | +4.0% | -43.3% | +47.3% | +14.2% |
| 3M | +4.6% | -46.9% | +51.5% | +15.5% |
| 6M | +32.8% | -65.6% | +98.4% | +55.6% |
| YTD | +32.3% | -5.1% | +37.4% | +16.2% |
| 1Y | +37.1% | -23.1% | +60.2% | +25.9% |
| 3Y | +86.8% | +346.8% | -260.0% | -4.5% |
| 5Y | +87.4% | +907.2% | -819.8% | -30.1% |
| 10Y | +209.9% | +3,988.2% | -3,778.3% | -24.4% |
| All | +209.9% | +4,310.8% | -4,100.9% | -24.4% |
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