+171.3%
MS vs MET
+87.0%
+84.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.3% |
| 7D | +0.8% | +1.8% | -1.0% | -0.3% |
| 30D | -0.7% | +4.8% | -5.5% | -3.9% |
| 3M | -12.4% | +6.2% | -18.6% | -16.1% |
| 6M | -1.7% | +33.8% | -35.5% | -21.5% |
| YTD | +8.0% | +33.3% | -25.3% | -13.6% |
| 1Y | +16.2% | +36.3% | -20.1% | -8.8% |
| 3Y | +171.3% | +84.6% | +86.7% | +67.1% |
| All | +171.3% | +87.0% | +84.3% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling