+45.3%
SO vs MET
+66.4%
-21.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | -3.2% | -2.3% | -0.9% | -3.0% |
| 3M | -1.7% | +13.9% | -15.6% | -3.2% |
| 6M | -7.2% | +34.8% | -42.0% | -10.3% |
| YTD | +4.6% | +23.5% | -19.0% | +1.9% |
| 1Y | +1.2% | +23.4% | -22.2% | -1.4% |
| 3Y | +45.3% | +64.9% | -19.6% | +27.2% |
| All | +45.3% | +66.4% | -21.2% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling