+252.0%
MET vs CASY
+569.1%
-317.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +1.4% | -11.3% | +12.8% | +5.8% |
| 3M | +17.7% | -0.6% | +18.3% | +15.9% |
| 6M | +35.0% | +10.7% | +24.3% | +26.4% |
| YTD | +26.3% | +37.1% | -10.8% | +7.8% |
| 1Y | +22.8% | +52.3% | -29.5% | -0.4% |
| 3Y | +65.9% | +215.2% | -149.3% | -7.5% |
| 5Y | +85.4% | +276.5% | -191.1% | -7.9% |
| All | +252.0% | +569.1% | -317.1% | +39.9% |
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