+238.7%
MET vs VSH
+181.9%
+56.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.8% | +3.5% | -4.3% | -2.0% |
| 30D | -1.4% | -4.4% | +3.0% | -0.3% |
| 3M | +12.5% | -45.8% | +58.3% | +33.1% |
| 6M | +37.1% | +90.1% | -53.1% | -5.6% |
| YTD | +23.8% | +120.3% | -96.5% | -20.7% |
| 1Y | +24.1% | +112.2% | -88.1% | -20.4% |
| 3Y | +65.2% | +36.6% | +28.6% | +20.2% |
| 5Y | +82.3% | +67.0% | +15.2% | +14.0% |
| All | +238.7% | +181.9% | +56.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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