+85.1%
MET vs AGI
+389.6%
-304.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.3% |
| 7D | -2.5% | -5.3% | +2.8% | -2.3% |
| 30D | 0.0% | +6.8% | -6.8% | -0.3% |
| 3M | +13.1% | +8.3% | +4.8% | +12.5% |
| 6M | +39.0% | -29.2% | +68.2% | +40.7% |
| YTD | +25.2% | -7.3% | +32.5% | +24.9% |
| 1Y | +25.6% | +8.0% | +17.6% | +24.1% |
| 3Y | +67.1% | +206.6% | -139.5% | +53.2% |
| 5Y | +85.1% | +398.1% | -313.0% | +63.7% |
| All | +85.1% | +389.6% | -304.5% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling