+1,954.8%
SO vs MET
+1,300.1%
+654.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -0.2% | +1.2% | -1.3% | -0.3% |
| 30D | -4.6% | +1.4% | -6.0% | -4.8% |
| 3M | -3.0% | +17.7% | -20.7% | -5.5% |
| 6M | -8.3% | +35.0% | -43.2% | -12.6% |
| YTD | +3.5% | +26.3% | -22.8% | -0.5% |
| 1Y | -0.9% | +22.8% | -23.7% | -4.5% |
| 3Y | +45.4% | +65.9% | -20.6% | +32.5% |
| 5Y | +59.6% | +85.4% | -25.7% | +41.8% |
| 10Y | +156.6% | +253.7% | -97.1% | +101.3% |
| All | +1,954.8% | +1,300.1% | +654.6% | +1,170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling