+81.5%
MET vs CSGP
-58.5%
+140.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.7% |
| 7D | -0.5% | +13.9% | -14.4% | -3.3% |
| 30D | +3.3% | +16.0% | -12.7% | -0.6% |
| 3M | +4.2% | +6.1% | -1.9% | +2.0% |
| 6M | +27.3% | -8.2% | +35.5% | +28.3% |
| YTD | +29.8% | -52.3% | +82.1% | +54.4% |
| 1Y | +30.2% | -54.5% | +84.7% | +56.9% |
| All | +81.5% | -58.5% | +140.0% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling