+198.0%
MET vs CASY
+539.5%
-341.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | +1.8% | +5.0% | -3.2% | 0.0% |
| 30D | +4.8% | +8.2% | -3.4% | +1.8% |
| 3M | +6.2% | -18.2% | +24.4% | +13.3% |
| 6M | +33.8% | -18.6% | +52.4% | +41.0% |
| YTD | +33.3% | +26.8% | +6.5% | +16.1% |
| 1Y | +36.3% | +31.6% | +4.7% | +16.5% |
| 3Y | +84.6% | +156.5% | -71.9% | +12.0% |
| 5Y | +87.7% | +258.6% | -171.0% | -6.6% |
| 10Y | +198.0% | +550.3% | -352.3% | +18.5% |
| All | +198.0% | +539.5% | -341.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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