+48.5%
MET vs BTSG
+389.4%
-340.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -0.5% | -3.3% | +2.8% | -0.1% |
| 30D | +0.5% | -1.6% | +2.1% | +0.6% |
| 3M | +11.6% | -6.9% | +18.5% | +11.9% |
| 6M | +40.8% | +42.1% | -1.3% | +30.6% |
| YTD | +25.7% | +56.8% | -31.2% | +14.3% |
| 1Y | +24.4% | +109.8% | -85.5% | +7.0% |
| All | +48.5% | +389.4% | -340.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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