+468.2%
MS vs MET
+1,300.1%
-832.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.5% |
| 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% | -11.7% |
| 6M | +31.3% | +35.0% | -3.7% | +4.6% |
| YTD | +24.7% | +26.3% | -1.6% | +4.1% |
| 1Y | +47.9% | +22.8% | +25.1% | +25.4% |
| 3Y | +178.3% | +65.9% | +112.4% | +88.1% |
| 5Y | +144.9% | +85.4% | +59.5% | +50.4% |
| 10Y | +804.5% | +253.7% | +550.8% | +235.6% |
| All | +468.2% | +1,300.1% | -832.0% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling