+542.0%
MS vs MET
+197.3%
+344.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | +5.1% | +4.5% | +0.6% | +1.6% |
| 30D | +5.7% | +3.5% | +2.1% | +2.9% |
| 3M | -12.2% | +5.9% | -18.1% | -16.2% |
| 6M | -0.5% | +33.1% | -33.6% | -21.1% |
| YTD | +9.8% | +33.6% | -23.7% | -13.4% |
| 1Y | +17.7% | +32.7% | -15.0% | -6.8% |
| 3Y | +176.8% | +85.0% | +91.8% | +66.8% |
| 5Y | +123.7% | +85.6% | +38.1% | +32.3% |
| All | +542.0% | +197.3% | +344.7% | +132.7% |
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