+82.3%
MET vs FTI
+1,177.2%
-1,095.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.8% | -2.3% | +1.6% | -0.2% |
| 30D | -1.4% | +5.0% | -6.4% | -2.6% |
| 3M | +12.5% | +13.8% | -1.3% | +8.4% |
| 6M | +37.1% | +22.9% | +14.2% | +28.9% |
| YTD | +23.8% | +75.0% | -51.2% | +5.9% |
| 1Y | +24.1% | +96.9% | -72.8% | +2.5% |
| 3Y | +65.2% | +276.7% | -211.5% | +13.2% |
| 5Y | +82.3% | +1,157.0% | -1,074.8% | -14.8% |
| All | +82.3% | +1,177.2% | -1,095.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling