+80.3%
MET vs FGI
-70.0%
+150.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +4.0% | -3.2% | +7.2% | +4.0% |
| 3M | +4.6% | +64.1% | -59.5% | +3.3% |
| 6M | +32.8% | +17.2% | +15.6% | +31.5% |
| YTD | +32.3% | +31.6% | +0.7% | +30.2% |
| 1Y | +37.1% | +45.1% | -7.9% | +34.7% |
| 3Y | +86.8% | -2.0% | +88.8% | +84.5% |
| All | +80.3% | -70.0% | +150.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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