+35.3%
MET vs STRL
-26.3%
+61.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.0% | -11.5% | +3.3% |
| 7D | +1.3% | -13.3% | +14.7% | +1.2% |
| 30D | +4.0% | -43.3% | +47.3% | +4.0% |
| 3M | +4.6% | -46.9% | +51.5% | +4.6% |
| 6M | +32.8% | -65.6% | +98.4% | +33.3% |
| YTD | +32.3% | -5.1% | +37.4% | +25.7% |
| All | +35.3% | -26.3% | +61.6% | +30.5% |
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