+1,274.9%
MET vs VSH
+29.2%
+1,245.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.5% |
| 7D | +2.1% | +26.2% | -24.1% | -6.0% |
| 30D | +1.8% | -12.5% | +14.3% | +4.3% |
| 3M | +6.0% | -16.9% | +22.9% | +9.0% |
| 6M | +31.1% | -17.0% | +48.1% | +25.6% |
| YTD | +32.6% | +93.8% | -61.3% | -8.6% |
| 1Y | +30.5% | +99.3% | -68.9% | -11.2% |
| 3Y | +83.6% | +35.0% | +48.6% | +34.4% |
| 5Y | +84.2% | +45.8% | +38.4% | +27.5% |
| 10Y | +196.6% | +127.1% | +69.4% | +68.9% |
| All | +1,274.9% | +29.2% | +1,245.7% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling