+607.1%
MS vs MET
+222.3%
+384.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -0.5% |
| 30D | -3.8% | +3.2% | -7.0% | -6.1% |
| 3M | -14.6% | -1.1% | -13.5% | -14.1% |
| 6M | -5.1% | +25.0% | -30.1% | -21.1% |
| YTD | +4.5% | +27.9% | -23.4% | -14.8% |
| 1Y | +13.5% | +32.9% | -19.3% | -10.3% |
| 3Y | +160.4% | +78.8% | +81.6% | +60.9% |
| 5Y | +112.9% | +79.6% | +33.3% | +28.9% |
| All | +607.1% | +222.3% | +384.8% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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