-23.8%
SPOT vs MET
+25.8%
-49.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +7.4% | +0.5% | +6.9% | +7.2% |
| 3M | +8.2% | +11.6% | -3.4% | +3.2% |
| 6M | +2.2% | +40.8% | -38.6% | -10.9% |
| YTD | -9.5% | +25.7% | -35.1% | -17.4% |
| 1Y | -23.8% | +24.4% | -48.2% | -30.8% |
| All | -23.8% | +25.8% | -49.6% | -30.8% |
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