+92.9%
MET vs VSXY
+37.5%
+55.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +0.5% | -18.7% | +19.2% | +2.6% |
| 3M | +11.6% | -4.0% | +15.6% | +11.5% |
| 6M | +40.8% | +67.5% | -26.7% | +29.3% |
| YTD | +25.7% | +39.7% | -14.0% | +17.5% |
| 1Y | +24.4% | +180.0% | -155.6% | +5.3% |
| 3Y | +67.5% | +337.3% | -269.8% | +23.9% |
| 5Y | +85.8% | +22.7% | +63.1% | +58.6% |
| All | +92.9% | +37.5% | +55.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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