+6.6%
SO vs MET
+37.6%
-31.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.1% | +1.8% | -1.9% | -0.3% |
| 30D | +8.7% | +4.8% | +3.9% | +8.3% |
| 3M | +3.4% | +6.2% | -2.8% | +2.9% |
| 6M | +3.7% | +33.8% | -30.1% | +3.0% |
| YTD | +10.0% | +33.3% | -23.3% | +9.0% |
| 1Y | +6.6% | +36.3% | -29.7% | +5.5% |
| All | +6.6% | +37.6% | -31.0% | +5.5% |
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