+66.8%
MET vs AGI
+204.0%
-137.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | -2.5% | -5.3% | +2.8% | -2.3% |
| 30D | 0.0% | +6.8% | -6.8% | -0.2% |
| 3M | +13.1% | +8.3% | +4.8% | +12.7% |
| 6M | +39.0% | -29.2% | +68.2% | +40.3% |
| YTD | +25.2% | -7.3% | +32.5% | +25.0% |
| 1Y | +25.6% | +8.0% | +17.6% | +24.4% |
| All | +66.8% | +204.0% | -137.1% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling