+99.6%
STM vs MET
+24.0%
+75.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +5.8% | +1.2% | +4.6% | +5.4% |
| 30D | -1.0% | +1.4% | -2.4% | -1.6% |
| 3M | -33.3% | +17.7% | -50.9% | -37.5% |
| 6M | +57.4% | +35.0% | +22.4% | +35.6% |
| YTD | +102.2% | +26.3% | +75.9% | +78.6% |
| 1Y | +99.6% | +22.8% | +76.8% | +74.2% |
| All | +99.6% | +24.0% | +75.6% | +74.2% |
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 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