+87.7%
MET vs VSH
+46.3%
+41.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | +1.8% | -1.6% | +3.3% | +1.7% |
| 30D | +4.8% | -21.3% | +26.1% | +8.3% |
| 3M | +6.2% | -18.9% | +25.1% | +8.5% |
| 6M | +33.8% | -21.4% | +55.2% | +29.5% |
| YTD | +33.3% | +86.8% | -53.5% | +0.2% |
| 1Y | +36.3% | +85.8% | -49.4% | +2.4% |
| 3Y | +84.6% | +30.1% | +54.4% | +45.4% |
| 5Y | +87.7% | +42.8% | +44.9% | +33.8% |
| All | +87.7% | +46.3% | +41.3% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling