+302.7%
ROST vs MET
+248.0%
+54.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -2.5% | -2.5% | 0.0% | -1.3% |
| 30D | -10.3% | 0.0% | -10.3% | -10.3% |
| 3M | -2.6% | +13.1% | -15.7% | -8.8% |
| 6M | +6.5% | +39.0% | -32.5% | -10.5% |
| YTD | +25.9% | +25.2% | +0.7% | +11.0% |
| 1Y | +52.3% | +25.6% | +26.7% | +33.6% |
| 3Y | +94.6% | +67.1% | +27.5% | +41.2% |
| 5Y | +111.1% | +85.1% | +26.0% | +42.9% |
| All | +302.7% | +248.0% | +54.7% | +96.3% |
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 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