+556.2%
MS vs MET
+202.5%
+353.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -1.7% | 0.0% | -1.8% | -1.7% |
| 30D | +0.9% | +3.4% | -2.5% | -1.6% |
| 3M | -10.8% | +7.0% | -17.8% | -15.5% |
| 6M | +0.9% | +34.6% | -33.7% | -20.7% |
| YTD | +9.8% | +34.0% | -24.1% | -13.6% |
| 1Y | +17.1% | +35.9% | -18.9% | -9.1% |
| 3Y | +175.7% | +85.5% | +90.2% | +65.8% |
| 5Y | +125.9% | +87.8% | +38.1% | +32.3% |
| 10Y | +556.2% | +199.7% | +356.5% | +134.1% |
| All | +556.2% | +202.5% | +353.7% | +134.1% |
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