+244.4%
MET vs STT
+264.2%
-19.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.4% |
| 7D | +1.1% | +2.2% | -1.0% | -0.2% |
| 30D | -2.3% | +3.9% | -6.2% | -4.8% |
| 3M | +13.9% | +19.2% | -5.3% | +1.1% |
| 6M | +34.8% | +60.4% | -25.6% | -1.9% |
| YTD | +23.5% | +51.5% | -27.9% | -6.9% |
| 1Y | +23.4% | +76.3% | -52.9% | -16.1% |
| 3Y | +64.9% | +200.7% | -135.9% | -21.7% |
| 5Y | +82.0% | +157.5% | -75.4% | -9.7% |
| 10Y | +244.4% | +262.0% | -17.6% | +20.8% |
| All | +244.4% | +264.2% | -19.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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