+57.8%
MET vs BTSG
+493.4%
-435.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +4.5% | +6.0% | -1.6% | +3.6% |
| 30D | +3.5% | +12.4% | -8.9% | +1.8% |
| 3M | +5.9% | +18.2% | -12.3% | +3.2% |
| 6M | +33.1% | +26.0% | +7.0% | +27.1% |
| YTD | +33.6% | +90.1% | -56.6% | +18.2% |
| 1Y | +32.7% | +124.3% | -91.6% | +13.9% |
| All | +57.8% | +493.4% | -435.6% | +13.6% |
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