+255.0%
MET vs CSGP
+45.2%
+209.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.9% |
| 7D | +1.2% | -4.1% | +5.2% | +2.4% |
| 30D | +1.4% | +2.3% | -0.9% | +0.2% |
| 3M | +17.7% | -8.2% | +25.9% | +19.7% |
| 6M | +35.0% | -35.1% | +70.1% | +52.5% |
| YTD | +26.3% | -54.0% | +80.3% | +58.0% |
| 1Y | +22.8% | -65.3% | +88.1% | +68.2% |
| 3Y | +65.9% | -62.6% | +128.5% | +116.5% |
| 5Y | +85.4% | -64.8% | +150.2% | +140.2% |
| All | +255.0% | +45.2% | +209.8% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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