+553.7%
MS vs MET
+206.5%
+347.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.3% |
| 7D | +0.8% | +1.8% | -1.0% | -0.4% |
| 30D | -0.7% | +4.8% | -5.5% | -4.2% |
| 3M | -12.4% | +6.2% | -18.6% | -16.5% |
| 6M | -1.7% | +33.8% | -35.5% | -22.5% |
| YTD | +8.0% | +33.3% | -25.3% | -14.7% |
| 1Y | +16.2% | +36.3% | -20.1% | -9.9% |
| 3Y | +171.3% | +84.6% | +86.7% | +63.7% |
| 5Y | +124.8% | +87.7% | +37.1% | +31.7% |
| 10Y | +553.7% | +198.0% | +355.7% | +135.5% |
| All | +553.7% | +206.5% | +347.2% | +135.5% |
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