+260.4%
MET vs ESI
+207.0%
+53.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.8% |
| 7D | 0.0% | +1.8% | -1.8% | -0.6% |
| 30D | +3.4% | -6.6% | +10.0% | +5.1% |
| 3M | +7.0% | -9.4% | +16.3% | +9.2% |
| 6M | +34.6% | -24.1% | +58.8% | +43.4% |
| YTD | +34.0% | +37.1% | -3.2% | +14.2% |
| 1Y | +35.9% | +24.5% | +11.4% | +19.7% |
| 3Y | +85.5% | +83.2% | +2.3% | +39.5% |
| 5Y | +87.8% | +44.0% | +43.8% | +50.7% |
| 10Y | +199.7% | +332.8% | -133.1% | +67.2% |
| All | +260.4% | +207.0% | +53.4% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling