+241.6%
MET vs ESI
+308.3%
-66.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -0.8% | +3.9% | -4.7% | -2.4% |
| 30D | -1.4% | -3.8% | +2.4% | -0.1% |
| 3M | +12.5% | -13.1% | +25.6% | +16.7% |
| 6M | +37.1% | +11.3% | +25.8% | +25.3% |
| YTD | +23.8% | +44.1% | -20.3% | -0.4% |
| 1Y | +24.1% | +40.3% | -16.2% | +0.3% |
| 3Y | +65.2% | +84.1% | -18.9% | +13.9% |
| 5Y | +82.3% | +75.8% | +6.5% | +24.4% |
| 10Y | +241.6% | +320.7% | -79.1% | +54.2% |
| All | +241.6% | +308.3% | -66.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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