+89.7%
MET vs VSXY
+42.7%
+47.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.6% |
| 7D | +1.1% | -6.8% | +7.9% | +1.8% |
| 30D | -2.3% | -20.4% | +18.0% | 0.0% |
| 3M | +13.9% | +2.9% | +11.0% | +12.9% |
| 6M | +34.8% | +67.9% | -33.1% | +23.8% |
| YTD | +23.5% | +44.9% | -21.3% | +15.1% |
| 1Y | +23.4% | +205.9% | -182.5% | +3.4% |
| 3Y | +64.9% | +373.9% | -309.0% | +20.6% |
| 5Y | +82.0% | +23.5% | +58.6% | +54.9% |
| All | +89.7% | +42.7% | +47.0% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling