+1,181.4%
MET vs RSG
+4,521.8%
-3,340.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | +1.1% | -0.7% | +1.9% | +1.7% |
| 30D | -2.3% | +3.3% | -5.6% | -4.4% |
| 3M | +13.9% | +8.5% | +5.4% | +7.4% |
| 6M | +34.8% | -3.5% | +38.3% | +36.5% |
| YTD | +23.5% | +5.5% | +18.0% | +17.5% |
| 1Y | +23.4% | -1.7% | +25.1% | +22.7% |
| 3Y | +64.9% | +56.9% | +8.0% | +17.5% |
| 5Y | +82.0% | +89.4% | -7.3% | +11.2% |
| 10Y | +244.4% | +412.5% | -168.2% | +9.9% |
| All | +1,181.4% | +4,521.8% | -3,340.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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