+9.0%
MSFT vs MET
+35.0%
-26.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +6.1% |
| 7D | +4.7% | +3.9% | +0.8% | +3.7% |
| 30D | +5.8% | +6.8% | -1.0% | +4.0% |
| 3M | +13.0% | +7.7% | +5.3% | +10.8% |
| 6M | +34.9% | +32.9% | +2.0% | +26.5% |
| YTD | +15.7% | +33.9% | -18.2% | +7.3% |
| 1Y | +9.0% | +33.0% | -24.1% | +1.3% |
| All | +9.0% | +35.0% | -26.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling