+181.3%
MS vs MET
+65.9%
+115.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.4% |
| 7D | +1.4% | +1.2% | +0.2% | +0.5% |
| 30D | -0.3% | +1.4% | -1.7% | -1.5% |
| 3M | +0.3% | +17.7% | -17.4% | -11.8% |
| 6M | +31.3% | +35.0% | -3.7% | +3.9% |
| YTD | +24.7% | +26.3% | -1.6% | +3.6% |
| 1Y | +47.9% | +22.8% | +25.1% | +24.9% |
| All | +181.3% | +65.9% | +115.4% | +87.3% |
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