-0.5%
MSFT vs MET
+23.2%
-23.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.0% | -0.8% | -0.3% | -0.8% |
| 30D | -2.7% | -1.4% | -1.3% | -2.3% |
| 3M | +22.1% | +12.5% | +9.6% | +19.2% |
| 6M | +20.6% | +37.1% | -16.5% | +13.2% |
| YTD | +2.3% | +23.8% | -21.5% | -2.7% |
| 1Y | -0.5% | +24.1% | -24.7% | -5.3% |
| All | -0.5% | +23.2% | -23.8% | -5.3% |
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