+97.4%
STM vs MET
+24.0%
+73.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | -7.4% | -2.3% | -5.0% | -6.8% |
| 3M | -30.6% | +13.9% | -44.5% | -34.4% |
| 6M | +66.4% | +34.8% | +31.6% | +42.2% |
| YTD | +101.1% | +23.5% | +77.6% | +78.1% |
| 1Y | +97.4% | +23.4% | +74.0% | +72.3% |
| All | +97.4% | +24.0% | +73.4% | +72.3% |
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