+894.4%
MSFT vs MET
+202.5%
+691.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | -6.2% | 0.0% | -6.3% | -6.2% |
| 30D | -3.7% | +3.4% | -7.1% | -4.9% |
| 3M | +3.6% | +7.0% | -3.3% | +1.0% |
| 6M | +26.8% | +34.6% | -7.8% | +13.5% |
| YTD | +8.4% | +34.0% | -25.5% | -3.2% |
| 1Y | +3.3% | +35.9% | -32.6% | -8.4% |
| 3Y | +44.3% | +85.5% | -41.2% | +11.9% |
| 5Y | +63.3% | +87.8% | -24.4% | +24.6% |
| 10Y | +894.4% | +199.7% | +694.7% | +477.5% |
| All | +894.4% | +202.5% | +691.9% | +477.5% |
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