+81.7%
MET vs FGI
-70.0%
+151.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.8% | -4.1% | +5.9% | +1.8% |
| 30D | +4.8% | -3.4% | +8.2% | +4.8% |
| 3M | +6.2% | +61.8% | -55.6% | +4.9% |
| 6M | +33.8% | +17.0% | +16.8% | +32.5% |
| YTD | +33.3% | +31.4% | +1.9% | +31.2% |
| 1Y | +36.3% | +42.7% | -6.3% | +33.9% |
| 3Y | +84.6% | -0.1% | +84.7% | +82.0% |
| All | +81.7% | -70.0% | +151.7% | +82.7% |
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