+243.8%
MET vs AGI
+392.3%
-148.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -0.5% | -2.7% | +2.2% | -0.5% |
| 30D | +0.5% | +7.2% | -6.7% | +0.4% |
| 3M | +11.6% | +4.3% | +7.3% | +11.5% |
| 6M | +40.8% | -27.1% | +67.9% | +41.1% |
| YTD | +25.7% | -6.6% | +32.3% | +25.6% |
| 1Y | +24.4% | +9.5% | +14.8% | +24.1% |
| 3Y | +67.5% | +208.4% | -141.0% | +65.2% |
| 5Y | +85.8% | +401.6% | -315.8% | +82.8% |
| All | +243.8% | +392.3% | -148.6% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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