+35.9%
MET vs ESI
+23.9%
+12.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.2% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | +3.4% | -6.6% | +10.0% | +3.7% |
| 3M | +7.0% | -9.4% | +16.3% | +7.6% |
| 6M | +34.6% | -24.1% | +58.8% | +37.4% |
| YTD | +34.0% | +37.1% | -3.2% | +16.5% |
| 1Y | +35.9% | +24.5% | +11.4% | +21.9% |
| All | +35.9% | +23.9% | +12.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling