+95.4%
STM vs MET
+34.4%
+60.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +16.3% | +2.1% | +14.2% | +15.6% |
| 30D | -6.3% | +1.8% | -8.1% | -6.6% |
| 3M | -14.1% | +6.0% | -20.1% | -15.2% |
| 6M | -19.6% | +31.1% | -50.7% | -28.7% |
| YTD | +80.1% | +32.6% | +47.6% | +54.9% |
| 1Y | +95.4% | +30.5% | +64.9% | +70.2% |
| All | +95.4% | +34.4% | +60.9% | +70.2% |
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