+52.3%
ROST vs MET
+24.0%
+28.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.9% | +1.2% | -0.2% | +0.6% |
| 30D | -8.9% | +1.4% | -10.3% | -9.3% |
| 3M | -0.8% | +17.7% | -18.5% | -5.3% |
| 6M | +8.5% | +35.0% | -26.5% | -1.0% |
| YTD | +28.6% | +26.3% | +2.3% | +18.8% |
| 1Y | +52.3% | +22.8% | +29.5% | +39.9% |
| All | +52.3% | +24.0% | +28.3% | +39.9% |
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