+0.1%
SO vs MET
+23.2%
-23.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -2.5% | -1.4% | -1.1% | -2.4% |
| 3M | -4.2% | +12.5% | -16.7% | -4.9% |
| 6M | -7.7% | +37.1% | -44.7% | -8.3% |
| YTD | +3.8% | +23.8% | -20.0% | +2.7% |
| 1Y | +0.1% | +24.1% | -24.1% | -1.5% |
| All | +0.1% | +23.2% | -23.2% | -1.5% |
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 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