+198.0%
MET vs STT
+198.3%
-0.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | +1.8% | +1.1% | +0.6% | +1.0% |
| 30D | +4.8% | -1.9% | +6.7% | +6.0% |
| 3M | +6.2% | -7.6% | +13.8% | +11.5% |
| 6M | +33.8% | +16.0% | +17.8% | +20.5% |
| YTD | +33.3% | +36.2% | -2.9% | +7.5% |
| 1Y | +36.3% | +46.8% | -10.4% | +4.6% |
| 3Y | +84.6% | +177.8% | -93.2% | -7.6% |
| 5Y | +87.7% | +105.8% | -18.2% | +8.6% |
| 10Y | +198.0% | +197.6% | +0.4% | +23.1% |
| All | +198.0% | +198.3% | -0.3% | +23.1% |
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