+243.8%
MET vs GAP
+31.2%
+212.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.4% |
| 7D | -0.5% | -4.1% | +3.6% | +0.5% |
| 30D | +0.5% | +6.2% | -5.7% | -1.4% |
| 3M | +11.6% | -0.7% | +12.3% | +11.1% |
| 6M | +40.8% | -7.1% | +47.9% | +41.2% |
| YTD | +25.7% | -14.1% | +39.7% | +28.0% |
| 1Y | +24.4% | -8.5% | +32.9% | +23.8% |
| 3Y | +67.5% | +115.4% | -47.9% | +18.8% |
| 5Y | +85.8% | +9.8% | +76.0% | +49.6% |
| All | +243.8% | +31.2% | +212.5% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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