-80.8%
FIG vs MET
+34.2%
-115.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -12.2% | -2.5% | -9.7% | -11.2% |
| 30D | -11.0% | 0.0% | -11.0% | -10.9% |
| 3M | +11.9% | +13.1% | -1.2% | +4.6% |
| 6M | -21.9% | +39.0% | -60.9% | -34.2% |
| YTD | -40.8% | +25.2% | -65.9% | -47.7% |
| 1Y | -56.6% | +25.6% | -82.3% | -61.9% |
| All | -80.8% | +34.2% | -115.0% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling